RBI Call 45 LEN 20.09.2024
/ AT0000A35ZE0
RBI Call 45 LEN 20.09.2024/ AT0000A35ZE0 /
| 2024-05-17 9:16:01 AM |
Chg.+0.009 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
+8.74% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
45.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AQ2 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.47 |
| Parity: |
-0.94 |
| Time value: |
0.14 |
| Break-even: |
46.41 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.03 |
| Spread %: |
27.03% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
6.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.112 |
| Previous Close: |
0.103 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
+202.70% |
| 3 Months |
|
|
+143.48% |
| YTD |
|
|
-13.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.135 |
0.099 |
| 1M High / 1M Low: |
0.135 |
0.037 |
| 6M High / 6M Low: |
0.356 |
0.001 |
| High (YTD): |
2024-01-02 |
0.157 |
| Low (YTD): |
2024-03-19 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.21% |
| Volatility 6M: |
|
1,275.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
