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RBI Call 32.8048 OMV 20.09.2024/  AT0000A33BK3  /

EUWAX
2024-06-07  9:16:20 AM Chg.+0.057 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.990EUR +6.11% -
Bid Size: -		 -
Ask Size: -		 OMV AG 32.8048 EUR 2024-09-20 Call
 

Master data

WKN: RC08WN
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 32.80 EUR
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.12:1
Exercise type: American
Quanto: -
Gearing: 4.58
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.92
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 0.92
Time value: 0.07
Break-even: 41.80
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 3.13%
Delta: 0.93
Theta: -0.01
Omega: 4.24
Rho: 0.08
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.933
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -13.16%
3 Months  
+33.60%
YTD  
+32.35%
1 Year  
+4.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.890
1M High / 1M Low: 1.440 0.890
6M High / 6M Low: 1.440 0.599
High (YTD): 2024-05-21 1.440
Low (YTD): 2024-01-17 0.599
52W High: 2024-05-21 1.440
52W Low: 2024-01-17 0.599
Avg. price 1W:   1.063
Avg. volume 1W:   0.000
Avg. price 1M:   1.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.929
Avg. volume 6M:   0.000
Avg. price 1Y:   0.992
Avg. volume 1Y:   0.000
Volatility 1M:   125.10%
Volatility 6M:   101.53%
Volatility 1Y:   99.26%
Volatility 3Y:   -