RBI Call 45 LEN 20.09.2024
/ AT0000A35ZE0
RBI Call 45 LEN 20.09.2024/ AT0000A35ZE0 /
| 07/06/2024 09:16:29 |
Chg.-0.001 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
45.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC1AQ2 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
22/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
53.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.46 |
| Parity: |
-1.18 |
| Time value: |
0.06 |
| Break-even: |
45.62 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
2.03 |
| Spread abs.: |
0.03 |
| Spread %: |
93.75% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
8.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.82% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
+207.69% |
| YTD |
|
|
-68.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.040 |
| 1M High / 1M Low: |
0.135 |
0.040 |
| 6M High / 6M Low: |
0.228 |
0.001 |
| High (YTD): |
02/01/2024 |
0.157 |
| Low (YTD): |
19/03/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.77% |
| Volatility 6M: |
|
1,276.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
