RBI Call 45 LEN 21.03.2025
/ AT0000A378V8
RBI Call 45 LEN 21.03.2025/ AT0000A378V8 /
| 2024-06-27 9:15:05 AM |
Chg.-0.002 |
Bid5:18:57 PM |
Ask5:18:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.116EUR |
-1.69% |
0.111
Bid Size: 10,000 |
0.141
Ask Size: 10,000 |
LENZING AG |
45.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A57 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.46 |
| Parity: |
-1.02 |
| Time value: |
0.15 |
| Break-even: |
46.49 |
| Moneyness: |
0.77 |
| Premium: |
0.34 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
25.21% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
6.29 |
| Rho: |
0.06 |
Quote data
| Open: |
0.116 |
| High: |
0.116 |
| Low: |
0.116 |
| Previous Close: |
0.118 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.37% |
| 1 Month |
|
|
-11.45% |
| 3 Months |
|
|
-5.69% |
| YTD |
|
|
-56.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.096 |
| 1M High / 1M Low: |
0.202 |
0.081 |
| 6M High / 6M Low: |
0.333 |
0.025 |
| High (YTD): |
2024-01-02 |
0.306 |
| Low (YTD): |
2024-03-19 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.135 |
| Avg. volume 6M: |
|
866.142 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.46% |
| Volatility 6M: |
|
331.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
