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RBI Put 35.9319 OMV 20.09.2024/  AT0000A33CS4  /

EUWAX
2024-06-21  9:16:01 AM Chg.-0.006 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.066EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 OMV AG 35.9319 EUR 2024-09-20 Put
 

Master data

WKN: RC08XW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 35.93 EUR
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 8.98:1
Exercise type: American
Quanto: -
Gearing: -40.78
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.36
Time value: 0.11
Break-even: 34.97
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 38.96%
Delta: -0.24
Theta: -0.01
Omega: -9.97
Rho: -0.03
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.072
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.47%
1 Month  
+112.90%
3 Months
  -65.08%
YTD
  -85.03%
1 Year
  -85.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.066
1M High / 1M Low: 0.091 0.031
6M High / 6M Low: 0.503 0.030
High (YTD): 2024-01-17 0.503
Low (YTD): 2024-05-21 0.030
52W High: 2023-06-23 0.530
52W Low: 2024-05-21 0.030
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.306
Avg. volume 1Y:   0.000
Volatility 1M:   406.62%
Volatility 6M:   237.18%
Volatility 1Y:   183.66%
Volatility 3Y:   -