RBI Call/Lenzing 24-25/ AT0000A3BUW4 /
2024-07-12 12:04:30 PM | Chg.+0.003 | Bid1:56:36 PM | Ask1:56:36 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.220EUR | +1.38% | 0.237 Bid Size: 10,000 |
0.267 Ask Size: 10,000 |
LENZING AG | 45.00 EUR | 2025-09-19 | Call |
Master data
WKN: | RC1DWD |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | LENZING AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 EUR |
Maturity: | 2025-09-19 |
Issue date: | 2024-04-08 |
Last trading day: | 2025-09-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.47 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.40 |
Historic volatility: | 0.45 |
Parity: | -1.20 |
Time value: | 0.27 |
Break-even: | 47.65 |
Moneyness: | 0.73 |
Premium: | 0.44 |
Premium p.a.: | 0.36 |
Spread abs.: | 0.03 |
Spread %: | 12.77% |
Delta: | 0.34 |
Theta: | -0.01 |
Omega: | 4.30 |
Rho: | 0.10 |
Quote data
Open: | 0.232 |
---|---|
High: | 0.232 |
Low: | 0.220 |
Previous Close: | 0.217 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -13.39% | ||
---|---|---|---|
1 Month | -41.80% | ||
3 Months | 0.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.276 | 0.217 |
---|---|---|
1M High / 1M Low: | 0.378 | 0.217 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.250 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.286 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 152.86% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |