RBI Call 60 OMV 21.03.2025/  AT0000A37959  /

Stuttgart
2024-05-02  9:17:31 AM Chg.-0.025 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.027EUR -48.08% -
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: 63.83
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -1.53
Time value: 0.07
Break-even: 60.70
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 75.00%
Delta: 0.15
Theta: 0.00
Omega: 9.46
Rho: 0.05
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month
  -53.45%
3 Months
  -48.08%
YTD
  -37.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.052 0.035
1M High / 1M Low: 0.061 0.033
6M High / 6M Low: 0.117 0.015
High (YTD): 2024-04-08 0.061
Low (YTD): 2024-03-11 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.62%
Volatility 6M:   268.35%
Volatility 1Y:   -
Volatility 3Y:   -