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RBI Call 47.3846 OMV 20.09.2024/  AT0000A33BG1  /

EUWAX
06/06/2024  09:15:15 Chg.+0.008 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.047EUR +20.51% -
Bid Size: -		 -
Ask Size: -		 OMV AG 47.3846 EUR 20/09/2024 Call
 

Master data

WKN: RC08WK
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 47.38 EUR
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 9.12:1
Exercise type: American
Quanto: -
Gearing: 53.60
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.70
Time value: 0.08
Break-even: 48.15
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.73
Spread abs.: 0.03
Spread %: 55.56%
Delta: 0.22
Theta: -0.01
Omega: 11.89
Rho: 0.02
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.79%
1 Month
  -33.80%
3 Months
  -24.19%
YTD
  -52.53%
1 Year
  -77.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.039
1M High / 1M Low: 0.161 0.039
6M High / 6M Low: 0.161 0.039
High (YTD): 14/05/2024 0.161
Low (YTD): 05/06/2024 0.039
52W High: 19/09/2023 0.400
52W Low: 05/06/2024 0.039
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.173
Avg. volume 1Y:   0.000
Volatility 1M:   344.68%
Volatility 6M:   265.44%
Volatility 1Y:   243.15%
Volatility 3Y:   -