RBI Call/Lenzing 24-25/ AT0000A3BUS2 /
| 11/6/2024 9:15:01 AM | Chg.+0.037 | Bid5:29:56 PM | Ask5:29:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.613EUR | +6.42% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 30.00 EUR | 9/19/2025 | Call |
Master data
| WKN: | RC1DV9 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 EUR |
| Maturity: | 9/19/2025 |
| Issue date: | 4/8/2024 |
| Last trading day: | 9/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.44 |
| Parity: | 0.15 |
| Time value: | 0.48 |
| Break-even: | 36.28 |
| Moneyness: | 1.05 |
| Premium: | 0.15 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 5.02% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 3.27 |
| Rho: | 0.12 |
Quote data
| Open: | 0.613 |
|---|---|
| High: | 0.613 |
| Low: | 0.613 |
| Previous Close: | 0.576 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +2.85% | ||
|---|---|---|---|
| 1 Month | -22.80% | ||
| 3 Months | +1.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.613 | 0.573 |
|---|---|---|
| 1M High / 1M Low: | 0.804 | 0.563 |
| 6M High / 6M Low: | 1.060 | 0.482 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.589 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.683 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.755 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.70% | |
| Volatility 6M: | 116.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
