RBI Call/OMV 23-24/ AT0000A33BC0 /
| 2024-05-03 12:08:28 PM | Chg.+0.061 | Bid5:18:11 PM | Ask5:18:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.912EUR | +7.17% | 0.871 Bid Size: 10,000 |
0.901 Ask Size: 10,000 |
OMV AG | 35.92 - | 2024-09-20 | Call |
Master data
| WKN: | RC08WF |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.92 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 9.45:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.83 |
| Implied volatility: | - |
| Historic volatility: | 0.25 |
| Parity: | 0.83 |
| Time value: | 0.04 |
| Break-even: | 44.21 |
| Moneyness: | 1.22 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.03 |
| Spread %: | 3.54% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.834 |
|---|---|
| High: | 0.912 |
| Low: | 0.834 |
| Previous Close: | 0.851 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +8.31% | ||
|---|---|---|---|
| 1 Month | -2.98% | ||
| 3 Months | +34.91% | ||
| YTD | +49.26% | ||
| 1 Year | +50.25% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.959 | 0.835 |
|---|---|---|
| 1M High / 1M Low: | 1.030 | 0.792 |
| 6M High / 6M Low: | 1.030 | 0.470 |
| High (YTD): | 2024-04-05 | 1.030 |
| Low (YTD): | 2024-01-22 | 0.470 |
| 52W High: | 2023-09-18 | 1.240 |
| 52W Low: | 2024-01-22 | 0.470 |
| Avg. price 1W: | 0.872 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.890 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.695 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.802 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 109.16% | |
| Volatility 6M: | 102.03% | |
| Volatility 1Y: | 100.56% | |
| Volatility 3Y: | - |
