RBI Call 32 LEN 21.03.2025
/ AT0000A3AGU9
RBI Call 32 LEN 21.03.2025/ AT0000A3AGU9 /
| 2024-06-03 9:16:42 AM |
Chg.+0.015 |
Bid11:21:10 AM |
Ask11:21:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.655EUR |
+2.34% |
0.647
Bid Size: 10,000 |
0.677
Ask Size: 10,000 |
LENZING AG |
32.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1C2H |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.46 |
| Parity: |
0.28 |
| Time value: |
0.40 |
| Break-even: |
38.77 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
4.64% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
3.55 |
| Rho: |
0.14 |
Quote data
| Open: |
0.655 |
| High: |
0.655 |
| Low: |
0.655 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.18% |
| 1 Month |
|
|
+46.53% |
| 3 Months |
|
|
+69.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.702 |
0.613 |
| 1M High / 1M Low: |
0.795 |
0.447 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.647 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
