RBI Call/Lenzing 23-24/ AT0000A36DF2 /
| 20/06/2024 09:15:01 | Chg.+0.007 | Bid11:00:23 | Ask11:00:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.096EUR | +7.87% | 0.103 Bid Size: 10,000 |
0.133 Ask Size: 10,000 |
LENZING AG | 40.00 EUR | 20/09/2024 | Call |
Master data
| WKN: | RC1AXF |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 20/07/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.46 |
| Parity: | -0.63 |
| Time value: | 0.12 |
| Break-even: | 41.23 |
| Moneyness: | 0.84 |
| Premium: | 0.22 |
| Premium p.a.: | 1.23 |
| Spread abs.: | 0.03 |
| Spread %: | 32.26% |
| Delta: | 0.28 |
| Theta: | -0.02 |
| Omega: | 7.73 |
| Rho: | 0.02 |
Quote data
| Open: | 0.096 |
|---|---|
| High: | 0.096 |
| Low: | 0.096 |
| Previous Close: | 0.089 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -45.76% | ||
|---|---|---|---|
| 1 Month | -60.66% | ||
| 3 Months | +15.66% | ||
| YTD | -66.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.201 | 0.089 |
|---|---|---|
| 1M High / 1M Low: | 0.244 | 0.077 |
| 6M High / 6M Low: | 0.393 | 0.020 |
| High (YTD): | 02/01/2024 | 0.306 |
| Low (YTD): | 18/03/2024 | 0.020 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.153 | |
| Avg. volume 1W: | 200 | |
| Avg. price 1M: | 0.158 | |
| Avg. volume 1M: | 43.478 | |
| Avg. price 6M: | 0.147 | |
| Avg. volume 6M: | 8 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 601.32% | |
| Volatility 6M: | 411.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
