RBI Put/OMV 23-24/ AT0000A36E88 /
| 2024-05-30 12:05:10 PM | Chg.+0.024 | Bid12:09:28 PM | Ask12:09:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.108EUR | +28.57% | 0.109 Bid Size: 10,000 |
0.139 Ask Size: 10,000 |
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: | -35.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.25 |
| Parity: | -0.58 |
| Time value: | 0.13 |
| Break-even: | 38.71 |
| Moneyness: | 0.87 |
| Premium: | 0.16 |
| Premium p.a.: | 0.59 |
| Spread abs.: | 0.03 |
| Spread %: | 30.30% |
| Delta: | -0.21 |
| Theta: | -0.01 |
| Omega: | -7.50 |
| Rho: | -0.03 |
Quote data
| Open: | 0.108 |
|---|---|
| High: | 0.108 |
| Low: | 0.108 |
| Previous Close: | 0.084 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +44.00% | ||
|---|---|---|---|
| 1 Month | -28.48% | ||
| 3 Months | -71.50% | ||
| YTD | -80.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.084 | 0.069 |
|---|---|---|
| 1M High / 1M Low: | 0.184 | 0.060 |
| 6M High / 6M Low: | 0.610 | 0.060 |
| High (YTD): | 2024-01-22 | 0.609 |
| Low (YTD): | 2024-05-20 | 0.060 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.077 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.102 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.359 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 220.11% | |
| Volatility 6M: | 136.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
