RBI Put 40 OMV 20.09.2024
/ AT0000A36E88
RBI Put 40 OMV 20.09.2024/ AT0000A36E88 /
| 2024-05-28 9:15:37 AM |
Chg.-0.007 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-8.75% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
RC1AX8 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-45.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-0.69 |
| Time value: |
0.10 |
| Break-even: |
38.98 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.03 |
| Spread %: |
41.67% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-8.11 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.073 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.74% |
| 1 Month |
|
|
-66.05% |
| 3 Months |
|
|
-81.93% |
| YTD |
|
|
-86.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.062 |
| 1M High / 1M Low: |
0.213 |
0.062 |
| 6M High / 6M Low: |
0.615 |
0.062 |
| High (YTD): |
2024-01-17 |
0.615 |
| Low (YTD): |
2024-05-21 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.07% |
| Volatility 6M: |
|
152.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
