RBI Call/Lenzing 23-25/ AT0000A378U0 /
2024-07-26 9:15:02 AM | Chg.+0.006 | Bid5:29:00 PM | Ask5:29:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.159EUR | +3.92% | - Bid Size: - |
- Ask Size: - |
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: | 16.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.42 |
Historic volatility: | 0.45 |
Parity: | -0.83 |
Time value: | 0.19 |
Break-even: | 41.91 |
Moneyness: | 0.79 |
Premium: | 0.32 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.03 |
Spread %: | 18.63% |
Delta: | 0.33 |
Theta: | -0.01 |
Omega: | 5.41 |
Rho: | 0.05 |
Quote data
Open: | 0.159 |
---|---|
High: | 0.159 |
Low: | 0.159 |
Previous Close: | 0.153 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -21.67% | ||
---|---|---|---|
1 Month | -37.89% | ||
3 Months | -20.90% | ||
YTD | -63.53% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.214 | 0.153 |
---|---|---|
1M High / 1M Low: | 0.259 | 0.153 |
6M High / 6M Low: | 0.425 | 0.075 |
High (YTD): | 2024-01-02 | 0.461 |
Low (YTD): | 2024-03-18 | 0.075 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.187 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.210 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.242 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 145.58% | |
Volatility 6M: | 248.07% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |