RBI Call/OMV 23-25/ AT0000A37942 /
| 2024-05-28 9:15:00 AM | Chg.-0.005 | Bid5:29:21 PM | Ask5:29:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.100EUR | -4.76% | - Bid Size: - |
- Ask Size: - |
OMV AG | 56.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A6G |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 35.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.25 |
| Parity: | -0.91 |
| Time value: | 0.13 |
| Break-even: | 57.32 |
| Moneyness: | 0.84 |
| Premium: | 0.22 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.03 |
| Spread %: | 29.41% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 9.23 |
| Rho: | 0.09 |
Quote data
| Open: | 0.100 |
|---|---|
| High: | 0.100 |
| Low: | 0.100 |
| Previous Close: | 0.105 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -19.35% | ||
|---|---|---|---|
| 1 Month | +31.58% | ||
| 3 Months | +100.00% | ||
| YTD | +36.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.124 | 0.094 |
|---|---|---|
| 1M High / 1M Low: | 0.131 | 0.066 |
| 6M High / 6M Low: | 0.131 | 0.037 |
| High (YTD): | 2024-05-15 | 0.131 |
| Low (YTD): | 2024-03-11 | 0.037 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.107 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.102 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.076 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 224.72% | |
| Volatility 6M: | 203.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
