RBI Put/OMV 23-25/ AT0000A37A99 /
| 2024-05-03 12:08:28 PM | Chg.-0.031 | Bid5:26:23 PM | Ask5:26:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.451EUR | -6.43% | - Bid Size: - |
- Ask Size: - |
OMV AG | 44.00 EUR | 2025-03-21 | Put |
Master data
| WKN: | RC1A7M |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| 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: | -8.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | -0.01 |
| Time value: | 0.50 |
| Break-even: | 38.97 |
| Moneyness: | 1.00 |
| Premium: | 0.12 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 6.34% |
| Delta: | -0.39 |
| Theta: | -0.01 |
| Omega: | -3.42 |
| Rho: | -0.20 |
Quote data
| Open: | 0.490 |
|---|---|
| High: | 0.490 |
| Low: | 0.451 |
| Previous Close: | 0.482 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -11.05% | ||
|---|---|---|---|
| 1 Month | -4.65% | ||
| 3 Months | -38.56% | ||
| YTD | -47.37% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.507 | 0.430 |
|---|---|---|
| 1M High / 1M Low: | 0.537 | 0.428 |
| 6M High / 6M Low: | 0.940 | 0.428 |
| High (YTD): | 2024-01-22 | 0.940 |
| Low (YTD): | 2024-04-05 | 0.428 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.468 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.484 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.727 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.45% | |
| Volatility 6M: | 77.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
