RBI Call 33 LEN 19.09.2025
/ AT0000A3BUT0
RBI Call 33 LEN 19.09.2025/ AT0000A3BUT0 /
| 2024-05-17 9:16:07 AM |
Chg.+0.046 |
Bid11:20:35 AM |
Ask11:20:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.864EUR |
+5.62% |
0.864
Bid Size: 10,000 |
0.894
Ask Size: 10,000 |
LENZING AG |
33.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1DWA |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.47 |
| Parity: |
0.28 |
| Time value: |
0.60 |
| Break-even: |
41.79 |
| Moneyness: |
1.08 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
3.53% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
2.84 |
| Rho: |
0.22 |
Quote data
| Open: |
0.864 |
| High: |
0.864 |
| Low: |
0.864 |
| Previous Close: |
0.818 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.49% |
| 1 Month |
|
|
+86.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.882 |
0.789 |
| 1M High / 1M Low: |
0.882 |
0.463 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.837 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
