RBI Call 35 LEN 21.03.2025
/ AT0000A378T2
RBI Call 35 LEN 21.03.2025/ AT0000A378T2 /
| 2024-05-17 9:16:38 AM |
Chg.+0.005 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.548EUR |
+0.92% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
35.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A55 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| 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: |
6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.47 |
| Parity: |
0.08 |
| Time value: |
0.49 |
| Break-even: |
40.65 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
5.61% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.14 |
Quote data
| Open: |
0.548 |
| High: |
0.548 |
| Low: |
0.548 |
| Previous Close: |
0.543 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.29% |
| 1 Month |
|
|
+116.60% |
| 3 Months |
|
|
+42.71% |
| YTD |
|
|
-8.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.577 |
0.493 |
| 1M High / 1M Low: |
0.577 |
0.253 |
| 6M High / 6M Low: |
0.980 |
0.134 |
| High (YTD): |
2024-01-02 |
0.666 |
| Low (YTD): |
2024-03-19 |
0.134 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
1,800 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
428.571 |
| Avg. price 6M: |
|
0.448 |
| Avg. volume 6M: |
|
403.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.84% |
| Volatility 6M: |
|
193.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
