RBI Call 28 LEN/ AT0000A3B4V8 /
| 9/19/2024 9:16:43 AM | Chg.- | Bid10:00:30 PM | Ask10:00:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.410EUR | - | - Bid Size: - |
- Ask Size: - |
LENZING AG | 28.00 EUR | 9/20/2024 | Call |
Master data
| WKN: | RC1DAW |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 EUR |
| Maturity: | 9/20/2024 |
| Issue date: | 3/11/2024 |
| Last trading day: | 9/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 2.29 |
| Historic volatility: | 0.45 |
| Parity: | 0.39 |
| Time value: | 0.03 |
| Break-even: | 32.11 |
| Moneyness: | 1.14 |
| Premium: | 0.01 |
| Premium p.a.: | 18.44 |
| Spread abs.: | 0.03 |
| Spread %: | 7.87% |
| Delta: | 0.87 |
| Theta: | -0.40 |
| Omega: | 6.76 |
| Rho: | 0.00 |
Quote data
| Open: | 0.410 |
|---|---|
| High: | 0.410 |
| Low: | 0.410 |
| Previous Close: | 0.308 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +59.53% | ||
|---|---|---|---|
| 1 Month | -7.66% | ||
| 3 Months | -39.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.410 | 0.257 |
|---|---|---|
| 1M High / 1M Low: | 0.445 | 0.207 |
| 6M High / 6M Low: | 0.980 | 0.207 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.310 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.319 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.572 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 229.59% | |
| Volatility 6M: | 194.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
