RBI Call 60 OMV 21.03.2025/  AT0000A37959  /

Stuttgart
2024-05-17  9:16:42 AM Chg.-0.004 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.062EUR -6.06% -
Bid Size: -
-
Ask Size: -
OMV AG 60.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 49.26
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -1.32
Time value: 0.10
Break-even: 60.95
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 46.15%
Delta: 0.19
Theta: -0.01
Omega: 9.25
Rho: 0.07
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.62%
1 Month  
+51.22%
3 Months  
+121.43%
YTD  
+44.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.065
1M High / 1M Low: 0.078 0.027
6M High / 6M Low: 0.078 0.015
High (YTD): 2024-05-14 0.078
Low (YTD): 2024-03-11 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.041
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.77%
Volatility 6M:   262.97%
Volatility 1Y:   -
Volatility 3Y:   -