RBI Call/OMV 24-25/ AT0000A3B4X4 /
| 20/06/2024 09:15:00 | Chg.-0.012 | Bid17:19:14 | Ask17:19:14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.863EUR | -1.37% | - Bid Size: - |
- Ask Size: - |
OMV AG | 32.7725 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1DAY |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.77 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 11/03/2024 |
| Last trading day: | 20/03/2025 |
| Ratio: | 9.63:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.82 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.66 |
| Time value: | 0.21 |
| Break-even: | 41.14 |
| Moneyness: | 1.19 |
| Premium: | 0.05 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 3.58% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 3.83 |
| Rho: | 0.18 |
Quote data
| Open: | 0.863 |
|---|---|
| High: | 0.863 |
| Low: | 0.863 |
| Previous Close: | 0.875 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -8.48% | ||
|---|---|---|---|
| 1 Month | -37.46% | ||
| 3 Months | -4.54% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.943 | 0.830 |
|---|---|---|
| 1M High / 1M Low: | 1.380 | 0.830 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.870 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.117 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.23% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
