RBI Call/OMV 23-25/ AT0000A37900 /
2024-05-29 9:15:00 AM | Chg.-0.025 | Bid9:29:32 AM | Ask9:29:32 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.695EUR | -3.47% | 0.697 Bid Size: 10,000 |
0.727 Ask Size: 10,000 |
OMV AG | 40.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A6C |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-02 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.92 |
---|---|
Intrinsic value: | 0.69 |
Implied volatility: | - |
Historic volatility: | 0.25 |
Parity: | 0.69 |
Time value: | 0.07 |
Break-even: | 47.57 |
Moneyness: | 1.17 |
Premium: | 0.01 |
Premium p.a.: | 0.02 |
Spread abs.: | 0.03 |
Spread %: | 4.13% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.695 |
---|---|
High: | 0.695 |
Low: | 0.695 |
Previous Close: | 0.720 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -6.71% | ||
---|---|---|---|
1 Month | +27.06% | ||
3 Months | +60.88% | ||
YTD | +65.48% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.745 | 0.696 |
---|---|---|
1M High / 1M Low: | 0.813 | 0.546 |
6M High / 6M Low: | 0.813 | 0.323 |
High (YTD): | 2024-05-20 | 0.813 |
Low (YTD): | 2024-01-22 | 0.323 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.726 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.695 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.500 | |
Avg. volume 6M: | 9.009 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 113.11% | |
Volatility 6M: | 106.89% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |