RBI Call/OMV 23-25/ AT0000A37918 /
| 5/28/2024 9:15:00 AM | Chg.-0.014 | Bid5:29:21 PM | Ask5:29:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.479EUR | -2.84% | - Bid Size: - |
- Ask Size: - |
OMV AG | 44.00 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1A6D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 EUR |
| Maturity: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.65 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.25 |
| Parity: | 0.29 |
| Time value: | 0.22 |
| Break-even: | 49.14 |
| Moneyness: | 1.07 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 6.20% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 7.07 |
| Rho: | 0.25 |
Quote data
| Open: | 0.479 |
|---|---|
| High: | 0.479 |
| Low: | 0.479 |
| Previous Close: | 0.493 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -10.97% | ||
|---|---|---|---|
| 1 Month | +32.69% | ||
| 3 Months | +84.23% | ||
| YTD | +71.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.538 | 0.460 |
|---|---|---|
| 1M High / 1M Low: | 0.549 | 0.350 |
| 6M High / 6M Low: | 0.549 | 0.205 |
| High (YTD): | 5/20/2024 | 0.549 |
| Low (YTD): | 1/22/2024 | 0.205 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.495 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.462 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.327 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.42% | |
| Volatility 6M: | 124.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
