RBI Call/OMV 23-25/ AT0000A37918 /
| 6/24/2024 12:10:37 PM | Chg.+0.002 | Bid5:29:04 PM | Ask5:29:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.269EUR | +0.75% | - Bid Size: - |
- Ask Size: - |
OMV AG | 42.4114 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1A6D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.41 EUR |
| Maturity: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 9.63:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -0.33 |
| Time value: | 0.28 |
| Break-even: | 45.08 |
| Moneyness: | 0.92 |
| Premium: | 0.15 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 12.15% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 6.66 |
| Rho: | 0.11 |
Quote data
| Open: | 0.246 |
|---|---|
| High: | 0.269 |
| Low: | 0.246 |
| Previous Close: | 0.267 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +5.08% | ||
|---|---|---|---|
| 1 Month | -41.52% | ||
| 3 Months | -18.73% | ||
| YTD | -3.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.276 | 0.256 |
|---|---|---|
| 1M High / 1M Low: | 0.493 | 0.256 |
| 6M High / 6M Low: | 0.549 | 0.205 |
| High (YTD): | 5/20/2024 | 0.549 |
| Low (YTD): | 1/22/2024 | 0.205 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.265 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.367 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.337 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.20% | |
| Volatility 6M: | 131.15% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
