RBI Put 35 LEN 21.03.2025
/ AT0000A37A73
RBI Put 35 LEN 21.03.2025/ AT0000A37A73 /
| 2024-06-20 9:17:06 AM |
Chg.-0.015 |
Bid9:32:00 AM |
Ask9:32:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.504EUR |
-2.89% |
0.490
Bid Size: 10,000 |
0.520
Ask Size: 10,000 |
LENZING AG |
35.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
RC1A7K |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.46 |
| Parity: |
0.09 |
| Time value: |
0.43 |
| Break-even: |
29.85 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
6.19% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-2.80 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.504 |
| High: |
0.504 |
| Low: |
0.504 |
| Previous Close: |
0.519 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.76% |
| 1 Month |
|
|
+12.00% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
-1.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.519 |
0.374 |
| 1M High / 1M Low: |
0.563 |
0.374 |
| 6M High / 6M Low: |
1.040 |
0.374 |
| High (YTD): |
2024-03-19 |
1.040 |
| Low (YTD): |
2024-06-13 |
0.374 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.05% |
| Volatility 6M: |
|
120.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
