RBI Call 35.6642 OMV 20.09.2024
/ AT0000A36DN6
RBI Call 35.6642 OMV 20.09.2024/ AT0000A36DN6 /
| 2024-06-21 9:16:28 AM |
Chg.+0.015 |
Bid12:29:03 PM |
Ask12:29:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.505EUR |
+3.06% |
0.482
Bid Size: 10,000 |
0.512
Ask Size: 10,000 |
OMV AG |
35.6642 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AXN |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.66 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
9.63:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
0.12 |
| Break-even: |
40.73 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
6.05% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
6.14 |
| Rho: |
0.06 |
Quote data
| Open: |
0.505 |
| High: |
0.505 |
| Low: |
0.505 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.22% |
| 1 Month |
|
|
-52.36% |
| 3 Months |
|
|
-23.14% |
| YTD |
|
|
-0.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.501 |
0.450 |
| 1M High / 1M Low: |
1.060 |
0.450 |
| 6M High / 6M Low: |
1.060 |
0.386 |
| High (YTD): |
2024-05-21 |
1.060 |
| Low (YTD): |
2024-01-17 |
0.386 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.638 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.28% |
| Volatility 6M: |
|
129.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
