RBI Call 28 LEN 19.09.2025
/ AT0000A3BUR4
RBI Call 28 LEN 19.09.2025/ AT0000A3BUR4 /
| 18/09/2024 09:15:40 |
Chg.+0.018 |
Bid17:21:37 |
Ask17:21:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.713EUR |
+2.59% |
0.762
Bid Size: 10,000 |
0.792
Ask Size: 10,000 |
LENZING AG |
28.00 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
RC1DV8 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.45 |
| Parity: |
0.35 |
| Time value: |
0.40 |
| Break-even: |
35.44 |
| Moneyness: |
1.12 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
4.20% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.02 |
| Rho: |
0.15 |
Quote data
| Open: |
0.713 |
| High: |
0.713 |
| Low: |
0.713 |
| Previous Close: |
0.695 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.39% |
| 1 Month |
|
|
-6.18% |
| 3 Months |
|
|
-36.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.706 |
0.673 |
| 1M High / 1M Low: |
0.800 |
0.625 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.691 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
