RBI Put/OMV 23-24/ AT0000A36E88 /
| 07/06/2024 12:28:22 | Chg.-0.006 | Bid17:28:02 | Ask17:28:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.097EUR | -5.83% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 20/09/2024 | Put |
Master data
| WKN: | RC1AX8 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.01 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 20/07/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -34.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | -0.34 |
| Time value: | 0.13 |
| Break-even: | 36.80 |
| Moneyness: | 0.92 |
| Premium: | 0.11 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.03 |
| Spread %: | 30.93% |
| Delta: | -0.26 |
| Theta: | -0.01 |
| Omega: | -9.03 |
| Rho: | -0.03 |
Quote data
| Open: | 0.097 |
|---|---|
| High: | 0.097 |
| Low: | 0.097 |
| Previous Close: | 0.103 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -1.02% | ||
|---|---|---|---|
| 1 Month | -36.60% | ||
| 3 Months | -76.79% | ||
| YTD | -82.10% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.103 | 0.076 |
|---|---|---|
| 1M High / 1M Low: | 0.153 | 0.060 |
| 6M High / 6M Low: | 0.609 | 0.060 |
| High (YTD): | 22/01/2024 | 0.609 |
| Low (YTD): | 20/05/2024 | 0.060 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.094 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.087 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.334 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 258.02% | |
| Volatility 6M: | 152.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
