RBI Put/OMV 23-24/ AT0000A36E88 /
2024-05-17 4:51:14 PM | Chg.-0.013 | Bid5:29:59 PM | Ask5:29:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.071EUR | -15.48% | - Bid Size: - |
- Ask Size: - |
OMV AG | 40.00 EUR | 2024-09-20 | Put |
Master data
WKN: | RC1AX8 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2023-07-20 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -41.79 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.25 |
Parity: | -0.68 |
Time value: | 0.11 |
Break-even: | 38.88 |
Moneyness: | 0.85 |
Premium: | 0.17 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.06 |
Spread %: | 124.00% |
Delta: | -0.18 |
Theta: | -0.01 |
Omega: | -7.69 |
Rho: | -0.03 |
Quote data
Open: | 0.075 |
---|---|
High: | 0.075 |
Low: | 0.071 |
Previous Close: | 0.084 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -16.47% | ||
---|---|---|---|
1 Month | -65.87% | ||
3 Months | -82.85% | ||
YTD | -86.90% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.084 | 0.071 |
---|---|---|
1M High / 1M Low: | 0.228 | 0.071 |
6M High / 6M Low: | 0.610 | 0.071 |
High (YTD): | 2024-01-22 | 0.609 |
Low (YTD): | 2024-05-17 | 0.071 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.079 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.146 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.391 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 204.18% | |
Volatility 6M: | 126.09% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |