RBI Call 38.5558 OMV 21.03.2025
/ AT0000A37900
RBI Call 38.5558 OMV 21.03.2025/ AT0000A37900 /
2024-09-25 9:16:13 AM |
Chg.-0.010 |
Bid5:08:06 PM |
Ask5:08:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.212EUR |
-4.50% |
0.205 Bid Size: 10,000 |
0.235 Ask Size: 10,000 |
OMV AG |
38.5558 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A6C |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.56 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
9.63:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
-0.14 |
Time value: |
0.25 |
Break-even: |
40.99 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
13.45% |
Delta: |
0.50 |
Theta: |
-0.01 |
Omega: |
7.56 |
Rho: |
0.08 |
Quote data
Open: |
0.212 |
High: |
0.212 |
Low: |
0.212 |
Previous Close: |
0.222 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.28% |
1 Month |
|
|
-37.09% |
3 Months |
|
|
-56.20% |
YTD |
|
|
-49.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.232 |
0.194 |
1M High / 1M Low: |
0.406 |
0.183 |
6M High / 6M Low: |
0.798 |
0.183 |
High (YTD): |
2024-05-14 |
0.798 |
Low (YTD): |
2024-09-17 |
0.183 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.482 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.82% |
Volatility 6M: |
|
123.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |