RBI Call/OMV 23-24/ AT0000A33BJ5 /
2024-05-30 12:05:10 PM | Chg.0.000 | Bid4:27:22 PM | Ask4:27:22 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.001EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
OMV AG | 56.72 - | 2024-09-20 | Call |
Master data
WKN: | RC08WM |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 56.72 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-03-30 |
Last trading day: | 2024-09-19 |
Ratio: | 9.45:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 179.55 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.25 |
Parity: | -1.15 |
Time value: | 0.03 |
Break-even: | 56.98 |
Moneyness: | 0.81 |
Premium: | 0.24 |
Premium p.a.: | 1.02 |
Spread abs.: | 0.03 |
Spread %: | 2,600.00% |
Delta: | 0.09 |
Theta: | -0.01 |
Omega: | 16.05 |
Rho: | 0.01 |
Quote data
Open: | 0.001 |
---|---|
High: | 0.001 |
Low: | 0.001 |
Previous Close: | 0.001 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -83.33% | ||
---|---|---|---|
1 Month | -66.67% | ||
3 Months | -75.00% | ||
YTD | -95.24% | ||
1 Year | -98.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.006 | 0.001 |
---|---|---|
1M High / 1M Low: | 0.016 | 0.001 |
6M High / 6M Low: | 0.038 | 0.001 |
High (YTD): | 2024-02-01 | 0.029 |
Low (YTD): | 2024-05-29 | 0.001 |
52W High: | 2023-09-20 | 0.173 |
52W Low: | 2024-05-29 | 0.001 |
Avg. price 1W: | 0.003 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.007 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.012 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.062 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 1,732.66% | |
Volatility 6M: | 986.27% | |
Volatility 1Y: | 723.93% | |
Volatility 3Y: | - |