RBI Call/OMV 23-25/ AT0000A37918 /
| 2024-05-03 12:08:28 PM | Chg.+0.029 | Bid5:26:23 PM | Ask5:26:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.379EUR | +8.29% | - Bid Size: - |
- Ask Size: - |
OMV AG | 44.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A6D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.25 |
| Parity: | 0.01 |
| Time value: | 0.37 |
| Break-even: | 47.87 |
| Moneyness: | 1.00 |
| Premium: | 0.08 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 8.40% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 7.05 |
| Rho: | 0.21 |
Quote data
| Open: | 0.340 |
|---|---|
| High: | 0.379 |
| Low: | 0.340 |
| Previous Close: | 0.350 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +4.99% | ||
|---|---|---|---|
| 1 Month | -8.01% | ||
| 3 Months | +20.32% | ||
| YTD | +35.36% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.406 | 0.350 |
|---|---|---|
| 1M High / 1M Low: | 0.464 | 0.335 |
| 6M High / 6M Low: | 0.482 | 0.205 |
| High (YTD): | 2024-04-05 | 0.464 |
| Low (YTD): | 2024-01-22 | 0.205 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.373 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.381 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.315 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 127.24% | |
| Volatility 6M: | 125.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
