RBI Call 45 LEN 21.03.2025
/ AT0000A378V8
RBI Call 45 LEN 21.03.2025/ AT0000A378V8 /
| 7/17/2024 9:16:57 AM |
Chg.+0.004 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
45.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.45 |
| Parity: |
-1.24 |
| Time value: |
0.09 |
| Break-even: |
45.91 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.03 |
| Spread %: |
49.18% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
6.97 |
| Rho: |
0.04 |
Quote data
| Open: |
0.060 |
| High: |
0.060 |
| Low: |
0.060 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
-63.19% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
-77.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.056 |
| 1M High / 1M Low: |
0.163 |
0.056 |
| 6M High / 6M Low: |
0.215 |
0.025 |
| High (YTD): |
1/2/2024 |
0.306 |
| Low (YTD): |
3/19/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.116 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.00% |
| Volatility 6M: |
|
333.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
