RBI Call/OMV 23-24/ AT0000A33BC0 /
| 07/06/2024 12:28:22 | Chg.+0.017 | Bid17:28:02 | Ask17:28:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.778EUR | +2.23% | - Bid Size: - |
- Ask Size: - |
OMV AG | 34.6272 EUR | 20/09/2024 | Call |
Master data
| WKN: | RC08WF |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.63 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: | 5.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.72 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | 0.72 |
| Time value: | 0.09 |
| Break-even: | 42.00 |
| Moneyness: | 1.19 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 3.85% |
| Delta: | 0.88 |
| Theta: | -0.01 |
| Omega: | 4.92 |
| Rho: | 0.08 |
Quote data
| Open: | 0.778 |
|---|---|
| High: | 0.778 |
| Low: | 0.778 |
| Previous Close: | 0.761 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -23.73% | ||
|---|---|---|---|
| 1 Month | -15.89% | ||
| 3 Months | +37.94% | ||
| YTD | +27.33% | ||
| 1 Year | -2.51% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.100 | 0.761 |
|---|---|---|
| 1M High / 1M Low: | 1.260 | 0.761 |
| 6M High / 6M Low: | 1.260 | 0.470 |
| High (YTD): | 20/05/2024 | 1.260 |
| Low (YTD): | 22/01/2024 | 0.470 |
| 52W High: | 20/05/2024 | 1.260 |
| 52W Low: | 22/01/2024 | 0.470 |
| Avg. price 1W: | 0.853 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.084 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.769 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.843 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 136.12% | |
| Volatility 6M: | 111.28% | |
| Volatility 1Y: | 104.64% | |
| Volatility 3Y: | - |
