RBI Call/OMV 23-24/ AT0000A33BE6 /
| 2024-05-29 12:04:08 PM | Chg.-0.057 | Bid11:14:54 AM | Ask11:14:54 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.494EUR | -10.34% | 0.396 Bid Size: 10,000 |
0.426 Ask Size: 10,000 |
OMV AG | 41.60 - | 2024-09-20 | Call |
Master data
| WKN: | RC08WH |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 41.60 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 9.45:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.45 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.25 |
| Parity: | 0.45 |
| Time value: | 0.19 |
| Break-even: | 47.65 |
| Moneyness: | 1.10 |
| Premium: | 0.04 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.20 |
| Spread %: | 46.79% |
| Delta: | 0.75 |
| Theta: | -0.01 |
| Omega: | 5.71 |
| Rho: | 0.09 |
Quote data
| Open: | 0.521 |
|---|---|
| High: | 0.521 |
| Low: | 0.494 |
| Previous Close: | 0.551 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -12.87% | ||
|---|---|---|---|
| 1 Month | +9.78% | ||
| 3 Months | +73.94% | ||
| YTD | +62.50% | ||
| 1 Year | +24.12% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.573 | 0.494 |
|---|---|---|
| 1M High / 1M Low: | 0.663 | 0.351 |
| 6M High / 6M Low: | 0.663 | 0.206 |
| High (YTD): | 2024-05-20 | 0.663 |
| Low (YTD): | 2024-01-22 | 0.206 |
| 52W High: | 2023-09-20 | 0.798 |
| 52W Low: | 2024-01-22 | 0.206 |
| Avg. price 1W: | 0.541 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.527 | |
| Avg. volume 1M: | 1,095.238 | |
| Avg. price 6M: | 0.357 | |
| Avg. volume 6M: | 454.545 | |
| Avg. price 1Y: | 0.460 | |
| Avg. volume 1Y: | 210.970 | |
| Volatility 1M: | 176.36% | |
| Volatility 6M: | 155.91% | |
| Volatility 1Y: | 146.94% | |
| Volatility 3Y: | - |
