RBI Call 41.6 OMV 20.09.2024
/ AT0000A33BE6
RBI Call 41.6 OMV 20.09.2024/ AT0000A33BE6 /
| 2024-05-30 9:16:11 AM |
Chg.-0.115 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.406EUR |
-22.07% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
41.60 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC08WH |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.60 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
9.45:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.45 |
| Time value: |
0.19 |
| Break-even: |
47.65 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.20 |
| Spread %: |
46.79% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
5.71 |
| Rho: |
0.09 |
Quote data
| Open: |
0.406 |
| High: |
0.406 |
| Low: |
0.406 |
| Previous Close: |
0.521 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.25% |
| 1 Month |
|
|
-15.24% |
| 3 Months |
|
|
+54.96% |
| YTD |
|
|
+33.55% |
| 1 Year |
|
|
+9.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.551 |
0.521 |
| 1M High / 1M Low: |
0.652 |
0.328 |
| 6M High / 6M Low: |
0.652 |
0.210 |
| High (YTD): |
2024-05-14 |
0.652 |
| Low (YTD): |
2024-01-17 |
0.210 |
| 52W High: |
2023-09-19 |
0.800 |
| 52W Low: |
2024-01-17 |
0.210 |
| Avg. price 1W: |
|
0.535 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.452 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
178.79% |
| Volatility 6M: |
|
158.92% |
| Volatility 1Y: |
|
153.60% |
| Volatility 3Y: |
|
- |
