RBI Call 49.16 OMV 20.09.2024
/ AT0000A33BG1
RBI Call 49.16 OMV 20.09.2024/ AT0000A33BG1 /
| 2024-05-29 9:15:59 AM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
49.16 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
9.45:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
39.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
-0.28 |
| Time value: |
0.13 |
| Break-even: |
50.35 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
31.25% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
14.27 |
| Rho: |
0.05 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.098 |
| Previous Close: |
0.108 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.41% |
| 1 Month |
|
|
-8.41% |
| 3 Months |
|
|
+60.66% |
| YTD |
|
|
-1.01% |
| 1 Year |
|
|
-39.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.098 |
| 1M High / 1M Low: |
0.161 |
0.056 |
| 6M High / 6M Low: |
0.161 |
0.044 |
| High (YTD): |
2024-05-14 |
0.161 |
| Low (YTD): |
2024-03-11 |
0.044 |
| 52W High: |
2023-09-19 |
0.400 |
| 52W Low: |
2024-03-11 |
0.044 |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.175 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
283.18% |
| Volatility 6M: |
|
243.19% |
| Volatility 1Y: |
|
231.76% |
| Volatility 3Y: |
|
- |
