RBI Call/OMV 23-24/ AT0000A33BC0 /
| 5/17/2024 4:51:14 PM | Chg.+0.050 | Bid5:29:00 PM | Ask5:29:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.210EUR | +4.31% | - Bid Size: - |
- Ask Size: - |
OMV AG | 35.92 - | 9/20/2024 | Call |
Master data
| WKN: | RC08WF |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.92 - |
| Maturity: | 9/20/2024 |
| Issue date: | 3/30/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 9.45:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.21 |
|---|---|
| Intrinsic value: | 1.15 |
| Implied volatility: | - |
| Historic volatility: | 0.25 |
| Parity: | 1.15 |
| Time value: | 0.04 |
| Break-even: | 47.17 |
| Moneyness: | 1.30 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.03 |
| Spread %: | 2.59% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.190 |
|---|---|
| High: | 1.210 |
| Low: | 1.190 |
| Previous Close: | 1.160 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +2.54% | ||
|---|---|---|---|
| 1 Month | +39.08% | ||
| 3 Months | +89.06% | ||
| YTD | +98.04% | ||
| 1 Year | +90.85% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.210 | 1.160 |
|---|---|---|
| 1M High / 1M Low: | 1.210 | 0.792 |
| 6M High / 6M Low: | 1.210 | 0.470 |
| High (YTD): | 5/15/2024 | 1.210 |
| Low (YTD): | 1/22/2024 | 0.470 |
| 52W High: | 9/18/2023 | 1.240 |
| 52W Low: | 1/22/2024 | 0.470 |
| Avg. price 1W: | 1.184 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.968 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.715 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.819 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 106.97% | |
| Volatility 6M: | 102.19% | |
| Volatility 1Y: | 101.77% | |
| Volatility 3Y: | - |
