RBI Put 38.0081 OMV 21.03.2025
/ AT0000A37A81
RBI Put 38.0081 OMV 21.03.2025/ AT0000A37A81 /
| 2024-06-07 9:17:04 AM |
Chg.-0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.182EUR |
-9.90% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
38.0081 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: |
38.01 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.34 |
| Time value: |
0.22 |
| Break-even: |
35.90 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
15.63% |
| Delta: |
-0.29 |
| Theta: |
0.00 |
| Omega: |
-5.59 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.182 |
| High: |
0.182 |
| Low: |
0.182 |
| Previous Close: |
0.202 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.08% |
| 1 Month |
|
|
-25.10% |
| 3 Months |
|
|
-61.03% |
| YTD |
|
|
-69.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.217 |
0.167 |
| 1M High / 1M Low: |
0.243 |
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: |
|
0.193 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.405 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.37% |
| Volatility 6M: |
|
119.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
