RBI Call/Lenzing 24-25/ AT0000A3BUR4 /
| 20/06/2024 12:11:22 | Chg.+0.045 | Bid12:11:22 | Ask12:11:22 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.980EUR | +4.81% | 0.980 Bid Size: 10,000 |
1.010 Ask Size: 10,000 |
LENZING AG | 28.00 EUR | 19/09/2025 | Call |
Master data
| WKN: | RC1DV8 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 EUR |
| Maturity: | 19/09/2025 |
| Issue date: | 08/04/2024 |
| Last trading day: | 18/09/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.02 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.46 |
| Parity: | 0.57 |
| Time value: | 0.41 |
| Break-even: | 37.75 |
| Moneyness: | 1.20 |
| Premium: | 0.12 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 3.17% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 2.65 |
| Rho: | 0.20 |
Quote data
| Open: | 0.958 |
|---|---|
| High: | 0.980 |
| Low: | 0.958 |
| Previous Close: | 0.935 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -13.27% | ||
|---|---|---|---|
| 1 Month | -15.52% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.130 | 0.935 |
|---|---|---|
| 1M High / 1M Low: | 1.160 | 0.855 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.073 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.041 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 152.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
