RBI Put 37.82 OMV 20.09.2024
/ AT0000A33CS4
RBI Put 37.82 OMV 20.09.2024/ AT0000A33CS4 /
2024-05-30 9:16:13 AM |
Chg.+0.018 |
Bid12:48:16 PM |
Ask12:48:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
+46.15% |
0.063 Bid Size: 10,000 |
0.093 Ask Size: 10,000 |
OMV AG |
37.82 - |
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: |
37.82 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
9.45:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-58.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
-0.85 |
Time value: |
0.08 |
Break-even: |
37.04 |
Moneyness: |
0.83 |
Premium: |
0.19 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.03 |
Spread %: |
56.60% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-8.36 |
Rho: |
-0.02 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.039 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.56% |
1 Month |
|
|
-31.33% |
3 Months |
|
|
-81.13% |
YTD |
|
|
-87.07% |
1 Year |
|
|
-89.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.036 |
1M High / 1M Low: |
0.128 |
0.030 |
6M High / 6M Low: |
0.508 |
0.030 |
High (YTD): |
2024-01-17 |
0.503 |
Low (YTD): |
2024-05-21 |
0.030 |
52W High: |
2023-05-31 |
0.560 |
52W Low: |
2024-05-21 |
0.030 |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.060 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.333 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
312.79% |
Volatility 6M: |
|
177.30% |
Volatility 1Y: |
|
146.79% |
Volatility 3Y: |
|
- |