RBI Call/Lenzing 23-25/ AT0000A378T2 /
| 2024-07-26 9:15:02 AM | Chg.+0.024 | Bid5:29:00 PM | Ask5:29:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.267EUR | +9.88% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 35.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A55 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.45 |
| Parity: | -0.33 |
| Time value: | 0.30 |
| Break-even: | 37.96 |
| Moneyness: | 0.91 |
| Premium: | 0.20 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.03 |
| Spread %: | 11.28% |
| Delta: | 0.47 |
| Theta: | -0.01 |
| Omega: | 5.01 |
| Rho: | 0.08 |
Quote data
| Open: | 0.267 |
|---|---|
| High: | 0.267 |
| Low: | 0.267 |
| Previous Close: | 0.243 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -14.70% | ||
|---|---|---|---|
| 1 Month | -29.55% | ||
| 3 Months | -8.56% | ||
| YTD | -58.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.330 | 0.243 |
|---|---|---|
| 1M High / 1M Low: | 0.389 | 0.243 |
| 6M High / 6M Low: | 0.586 | 0.122 |
| High (YTD): | 2024-01-02 | 0.671 |
| Low (YTD): | 2024-03-18 | 0.122 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.295 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.322 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.366 | |
| Avg. volume 6M: | 362.992 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 140.48% | |
| Volatility 6M: | 230.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
