RBI Call 30 LEN 19.09.2025
/ AT0000A3BUS2
RBI Call 30 LEN 19.09.2025/ AT0000A3BUS2 /
| 2024-06-06 9:15:47 AM |
Chg.-0.019 |
Bid12:18:07 PM |
Ask12:18:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.852EUR |
-2.18% |
0.859
Bid Size: 10,000 |
0.889
Ask Size: 10,000 |
LENZING AG |
30.00 EUR |
2025-09-19 |
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: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.46 |
| Parity: |
0.40 |
| Time value: |
0.49 |
| Break-even: |
38.93 |
| Moneyness: |
1.13 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
3.48% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
2.76 |
| Rho: |
0.20 |
Quote data
| Open: |
0.852 |
| High: |
0.852 |
| Low: |
0.852 |
| Previous Close: |
0.871 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.29% |
| 1 Month |
|
|
+25.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.918 |
0.871 |
| 1M High / 1M Low: |
1.050 |
0.681 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
