RBI Call/Lenzing 24-24/ AT0000A3AGQ7 /
| 6/20/2024 12:11:22 PM | Chg.+0.045 | Bid12:11:22 PM | Ask12:11:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.550EUR | +8.91% | 0.550 Bid Size: 10,000 |
0.580 Ask Size: 10,000 |
LENZING AG | 30.00 EUR | 9/20/2024 | Call |
Master data
| WKN: | RC1C2D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 EUR |
| Maturity: | 9/20/2024 |
| Issue date: | 2/8/2024 |
| Last trading day: | 9/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.37 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.46 |
| Parity: | 0.37 |
| Time value: | 0.17 |
| Break-even: | 35.44 |
| Moneyness: | 1.12 |
| Premium: | 0.05 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.03 |
| Spread %: | 5.84% |
| Delta: | 0.74 |
| Theta: | -0.02 |
| Omega: | 4.58 |
| Rho: | 0.05 |
Quote data
| Open: | 0.525 |
|---|---|
| High: | 0.550 |
| Low: | 0.525 |
| Previous Close: | 0.505 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -22.21% | ||
|---|---|---|---|
| 1 Month | -26.67% | ||
| 3 Months | +60.82% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.758 | 0.505 |
|---|---|---|
| 1M High / 1M Low: | 0.758 | 0.441 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.656 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.629 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 279.72% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
