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RBI Put 35 LEN 21.03.2025/  AT0000A37A73  /

Stuttgart
2024-11-08  9:15:10 AM Chg.-0.011 Bid10:05:04 AM Ask10:05:04 AM Underlying Strike price Expiration date Option type
0.514EUR -2.10% 0.538
Bid Size: 10,000		 0.568
Ask Size: 10,000		 LENZING AG 35.00 EUR 2025-03-21 Put
 

Master data

WKN: RC1A7K
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Put
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: -5.72
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.33
Implied volatility: 0.50
Historic volatility: 0.44
Parity: 0.33
Time value: 0.23
Break-even: 29.45
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 5.71%
Delta: -0.55
Theta: -0.01
Omega: -3.17
Rho: -0.08
 

Quote data

Open: 0.514
High: 0.514
Low: 0.514
Previous Close: 0.525
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.28%
1 Month  
+28.82%
3 Months
  -13.61%
YTD  
+0.39%
1 Year  
+14.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.485
1M High / 1M Low: 0.543 0.384
6M High / 6M Low: 0.714 0.348
High (YTD): 2024-03-19 1.040
Low (YTD): 2024-09-30 0.348
52W High: 2024-03-19 1.040
52W Low: 2024-09-30 0.348
Avg. price 1W:   0.515
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.512
Avg. volume 6M:   0.000
Avg. price 1Y:   0.568
Avg. volume 1Y:   0.000
Volatility 1M:   115.22%
Volatility 6M:   109.28%
Volatility 1Y:   110.55%
Volatility 3Y:   -