RBI Call/Lenzing 23-25/ AT0000A378U0 /
| 2024-11-11 9:15:00 AM | Chg.-0.019 | Bid4:58:25 PM | Ask4:58:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.053EUR | -26.39% | 0.057 Bid Size: 10,000 |
0.087 Ask Size: 10,000 |
LENZING AG | 40.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A56 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 35.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.44 |
| Parity: | -0.97 |
| Time value: | 0.09 |
| Break-even: | 40.86 |
| Moneyness: | 0.76 |
| Premium: | 0.35 |
| Premium p.a.: | 1.32 |
| Spread abs.: | 0.03 |
| Spread %: | 53.57% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 7.25 |
| Rho: | 0.02 |
Quote data
| Open: | 0.053 |
|---|---|
| High: | 0.053 |
| Low: | 0.053 |
| Previous Close: | 0.072 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -13.11% | ||
|---|---|---|---|
| 1 Month | -56.20% | ||
| 3 Months | -56.91% | ||
| YTD | -87.84% | ||
| 1 Year | -90.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.073 | 0.061 |
|---|---|---|
| 1M High / 1M Low: | 0.146 | 0.060 |
| 6M High / 6M Low: | 0.425 | 0.060 |
| High (YTD): | 2024-01-02 | 0.461 |
| Low (YTD): | 2024-10-31 | 0.060 |
| 52W High: | 2023-11-17 | 0.740 |
| 52W Low: | 2024-10-31 | 0.060 |
| Avg. price 1W: | 0.067 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.101 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.189 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.249 | |
| Avg. volume 1Y: | 7.905 | |
| Volatility 1M: | 221.26% | |
| Volatility 6M: | 243.50% | |
| Volatility 1Y: | 231.66% | |
| Volatility 3Y: | - |
