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RBI Call 49.16 OMV 20.09.2024/  AT0000A33BG1  /

EUWAX
5/17/2024  9:15:55 AM Chg.-0.015 Bid1:13:07 PM Ask1:13:07 PM Underlying Strike price Expiration date Option type
0.119EUR -11.19% 0.142
Bid Size: 10,000		 0.172
Ask Size: 10,000		 OMV AG 49.16 - 9/20/2024 Call
 

Master data

WKN: RC08WK
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 49.16 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 31.74
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.25
Parity: -0.25
Time value: 0.16
Break-even: 50.63
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 23.81%
Delta: 0.40
Theta: -0.01
Omega: 12.76
Rho: 0.06
 

Quote data

Open: 0.119
High: 0.119
Low: 0.119
Previous Close: 0.134
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month  
+35.23%
3 Months  
+45.12%
YTD  
+20.20%
1 Year
  -29.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.161 0.133
1M High / 1M Low: 0.161 0.056
6M High / 6M Low: 0.176 0.044
High (YTD): 5/14/2024 0.161
Low (YTD): 3/11/2024 0.044
52W High: 9/19/2023 0.400
52W Low: 3/11/2024 0.044
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   339.64%
Volatility 6M:   240.15%
Volatility 1Y:   230.66%
Volatility 3Y:   -