RBI Put 40 OMV 21.03.2025
/ AT0000A37A81
RBI Put 40 OMV 21.03.2025/ AT0000A37A81 /
| 2024-05-28 9:15:48 AM |
Chg.-0.007 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.162EUR |
-4.14% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
40.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
RC1A7L |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-24.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-0.69 |
| Time value: |
0.19 |
| Break-even: |
38.09 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
18.63% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-5.22 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.162 |
| High: |
0.162 |
| Low: |
0.162 |
| Previous Close: |
0.169 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.72% |
| 1 Month |
|
|
-47.91% |
| 3 Months |
|
|
-65.09% |
| YTD |
|
|
-72.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.171 |
0.145 |
| 1M High / 1M Low: |
0.308 |
0.145 |
| 6M High / 6M Low: |
0.657 |
0.145 |
| High (YTD): |
2024-01-17 |
0.657 |
| Low (YTD): |
2024-05-21 |
0.145 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.25% |
| Volatility 6M: |
|
108.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
