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RBI Call 52.94 OMV 20.09.2024/  AT0000A33BH9  /

EUWAX
2024-05-17  9:15:55 AM Chg.-0.008 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.033EUR -19.51% -
Bid Size: -		 -
Ask Size: -		 OMV AG 52.94 - 2024-09-20 Call
 

Master data

WKN: RC08WL
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 52.94 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 75.02
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.25
Parity: -0.65
Time value: 0.07
Break-even: 53.56
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 83.33%
Delta: 0.20
Theta: -0.01
Omega: 15.28
Rho: 0.03
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.51%
1 Month  
+43.48%
3 Months  
+26.92%
YTD
  -10.81%
1 Year
  -71.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.033
1M High / 1M Low: 0.054 0.007
6M High / 6M Low: 0.085 0.006
High (YTD): 2024-05-14 0.054
Low (YTD): 2024-03-11 0.006
52W High: 2023-07-04 0.260
52W Low: 2024-03-11 0.006
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   0.093
Avg. volume 1Y:   0.000
Volatility 1M:   689.67%
Volatility 6M:   459.00%
Volatility 1Y:   370.98%
Volatility 3Y:   -