RBI Put/Lenzing 23-25/ AT0000A37A73 /
| 26/07/2024 09:15:02 | Chg.-0.012 | Bid17:29:00 | Ask17:29:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.570EUR | -2.06% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 35.00 EUR | 21/03/2025 | 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: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.45 |
| Parity: | 0.33 |
| Time value: | 0.28 |
| Break-even: | 28.96 |
| Moneyness: | 1.10 |
| Premium: | 0.09 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 5.23% |
| Delta: | -0.51 |
| Theta: | -0.01 |
| Omega: | -2.68 |
| Rho: | -0.14 |
Quote data
| Open: | 0.570 |
|---|---|
| High: | 0.570 |
| Low: | 0.570 |
| Previous Close: | 0.582 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +10.04% | ||
|---|---|---|---|
| 1 Month | +15.38% | ||
| 3 Months | -22.45% | ||
| YTD | +16.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.582 | 0.496 |
|---|---|---|
| 1M High / 1M Low: | 0.582 | 0.469 |
| 6M High / 6M Low: | 1.070 | 0.408 |
| High (YTD): | 18/03/2024 | 1.070 |
| Low (YTD): | 12/06/2024 | 0.408 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.532 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.522 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.613 | |
| Avg. volume 6M: | 1,101.102 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.58% | |
| Volatility 6M: | 122.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
