RBI Call 28 LEN 20.09.2024
/ AT0000A3B4V8
RBI Call 28 LEN 20.09.2024/ AT0000A3B4V8 /
| 30/08/2024 09:16:51 |
Chg.+0.004 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.315EUR |
+1.29% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
28.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
RC1DAW |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.45 |
| Parity: |
0.29 |
| Time value: |
0.05 |
| Break-even: |
31.41 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
9.65% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
7.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.315 |
| High: |
0.315 |
| Low: |
0.315 |
| Previous Close: |
0.311 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.21% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.391 |
0.311 |
| 1M High / 1M Low: |
0.540 |
0.265 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
