RBI Call/OMV 24-25/ AT0000A3B4Y2 /
| 2024-05-17 4:51:14 PM | Chg.+0.040 | Bid5:29:00 PM | Ask5:29:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.040EUR | +4.00% | - Bid Size: - |
- Ask Size: - |
OMV AG | 37.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1DAZ |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 37.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2024-03-11 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 0.98 |
| Implied volatility: | - |
| Historic volatility: | 0.25 |
| Parity: | 0.98 |
| Time value: | 0.04 |
| Break-even: | 47.20 |
| Moneyness: | 1.26 |
| Premium: | 0.01 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.03 |
| Spread %: | 3.03% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.020 |
|---|---|
| High: | 1.040 |
| Low: | 1.020 |
| Previous Close: | 1.000 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +1.96% | ||
|---|---|---|---|
| 1 Month | +35.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.040 | 1.000 |
|---|---|---|
| 1M High / 1M Low: | 1.040 | 0.704 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.026 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.859 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.59% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
