RBI Put/OMV 24-25/ AT0000A3BXQ0 /
2024-06-07 12:28:22 PM | Chg.-0.005 | Bid5:28:02 PM | Ask5:28:02 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.376EUR | -1.31% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 2025-09-19 | Put |
Master data
WKN: | RC1DY7 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 38.01 EUR |
Maturity: | 2025-09-19 |
Issue date: | 2024-04-08 |
Last trading day: | 2025-09-18 |
Ratio: | 9.51:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -10.68 |
Leverage: | Yes |
Calculated values
Fair value: | 0.23 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.24 |
Parity: | -0.34 |
Time value: | 0.41 |
Break-even: | 34.15 |
Moneyness: | 0.92 |
Premium: | 0.17 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.03 |
Spread %: | 7.98% |
Delta: | -0.30 |
Theta: | 0.00 |
Omega: | -3.21 |
Rho: | -0.21 |
Quote data
Open: | 0.376 |
---|---|
High: | 0.376 |
Low: | 0.376 |
Previous Close: | 0.381 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +4.16% | ||
---|---|---|---|
1 Month | +1.90% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.381 | 0.330 |
---|---|---|
1M High / 1M Low: | 0.381 | 0.291 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.366 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.332 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 99.94% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |