Raiffeisen Bank International AG Vkf.-OS 26.03.25 OMV 40
/ AT0000A37A81
Raiffeisen Bank International AG .../ AT0000A37A81 /
2024-06-19 12:00:00 AM |
Chg.-0.01 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.25EUR |
-2.70% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
38.0081 EUR |
2025-03-21 |
Put |
Master data
WKN: |
RC1A7L |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.01 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
-0.13 |
Time value: |
0.30 |
Break-even: |
35.15 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
11.07% |
Delta: |
-0.36 |
Theta: |
-0.01 |
Omega: |
-4.94 |
Rho: |
-0.13 |
Quote data
Open: |
0.25 |
High: |
0.25 |
Low: |
0.25 |
Previous Close: |
0.26 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.70% |
1 Month |
|
|
+38.89% |
3 Months |
|
|
-37.50% |
YTD |
|
|
-57.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.28 |
0.23 |
1M High / 1M Low: |
0.28 |
0.16 |
6M High / 6M Low: |
0.67 |
0.16 |
High (YTD): |
2024-01-17 |
0.67 |
Low (YTD): |
2024-05-21 |
0.16 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.70% |
Volatility 6M: |
|
100.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |