RBI Call 36 LEN 19.09.2025
/ AT0000A3BUU8
RBI Call 36 LEN 19.09.2025/ AT0000A3BUU8 /
| 2024-07-12 9:16:18 AM |
Chg.+0.022 |
Bid1:48:56 PM |
Ask1:48:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.486EUR |
+4.74% |
0.495
Bid Size: 10,000 |
0.525
Ask Size: 10,000 |
LENZING AG |
36.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1DWB |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.45 |
| Parity: |
-0.30 |
| Time value: |
0.52 |
| Break-even: |
41.23 |
| Moneyness: |
0.92 |
| Premium: |
0.25 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
6.09% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
3.47 |
| Rho: |
0.15 |
Quote data
| Open: |
0.486 |
| High: |
0.486 |
| Low: |
0.486 |
| Previous Close: |
0.464 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.65% |
| 1 Month |
|
|
-13.52% |
| 3 Months |
|
|
+8.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.559 |
0.464 |
| 1M High / 1M Low: |
0.720 |
0.464 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
