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RBI Put 32.3387 OMV 20.09.2024/  AT0000A33CR6  /

EUWAX
07/06/2024  15:32:02 Chg.-0.001 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.007EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 OMV AG 32.3387 EUR 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 8.98:1
Exercise type: American
Quanto: -
Gearing: -127.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.99
Time value: 0.04
Break-even: 32.02
Moneyness: 0.78
Premium: 0.22
Premium p.a.: 1.03
Spread abs.: 0.03
Spread %: 500.00%
Delta: -0.08
Theta: -0.01
Omega: -10.40
Rho: -0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -74.07%
3 Months
  -95.21%
YTD
  -97.30%
1 Year
  -97.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.001
1M High / 1M Low: 0.027 0.001
6M High / 6M Low: 0.310 0.001
High (YTD): 17/01/2024 0.298
Low (YTD): 03/06/2024 0.001
52W High: 23/06/2023 0.360
52W Low: 03/06/2024 0.001
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   3,154.43%
Volatility 6M:   1,332.11%
Volatility 1Y:   944.56%
Volatility 3Y:   -