RBI Call/OMV 24-25/ AT0000A3B4X4 /
| 9/20/2024 12:18:11 PM | Chg.-0.061 | Bid5:25:37 PM | Ask5:25:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.552EUR | -9.95% | - Bid Size: - |
- Ask Size: - |
OMV AG | 32.7725 EUR | 3/21/2025 | 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: | 3/21/2025 |
| Issue date: | 3/11/2024 |
| Last trading day: | 3/20/2025 |
| Ratio: | 9.63:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.22 |
| Parity: | 0.44 |
| Time value: | 0.16 |
| Break-even: | 38.50 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 5.32% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 5.09 |
| Rho: | 0.12 |
Quote data
| Open: | 0.565 |
|---|---|
| High: | 0.565 |
| Low: | 0.552 |
| Previous Close: | 0.613 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -0.90% | ||
|---|---|---|---|
| 1 Month | -28.40% | ||
| 3 Months | -36.77% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.613 | 0.510 |
|---|---|---|
| 1M High / 1M Low: | 0.826 | 0.510 |
| 6M High / 6M Low: | 1.380 | 0.510 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.548 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.680 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.920 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.19% | |
| Volatility 6M: | 91.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
