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RBI Put 32.3387 OMV 20.09.2024/  AT0000A33CR6  /

EUWAX
6/19/2024  9:16:05 AM Chg.-0.008 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.011EUR -42.11% -
Bid Size: -		 -
Ask Size: -		 OMV AG 32.3387 EUR 9/20/2024 Put
 

Master data

WKN: RC08XV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 32.34 EUR
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 8.98:1
Exercise type: American
Quanto: -
Gearing: -83.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.77
Time value: 0.05
Break-even: 31.87
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.96
Spread abs.: 0.03
Spread %: 136.36%
Delta: -0.12
Theta: -0.01
Omega: -10.04
Rho: -0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+1000.00%
3 Months
  -86.59%
YTD
  -95.75%
1 Year
  -96.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.020 0.001
6M High / 6M Low: 0.298 0.001
High (YTD): 1/17/2024 0.298
Low (YTD): 6/11/2024 0.001
52W High: 6/23/2023 0.360
52W Low: 6/11/2024 0.001
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.179
Avg. volume 1Y:   0.000
Volatility 1M:   3,218.20%
Volatility 6M:   1,418.76%
Volatility 1Y:   1,007.31%
Volatility 3Y:   -