RBI Call/Lenzing 24-24/ AT0000A3B4V8 /
| 03/06/2024 12:05:38 | Chg.+0.009 | Bid17:29:59 | Ask17:29:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.759EUR | +1.20% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 28.00 EUR | 20/09/2024 | Call |
Master data
| WKN: | RC1DAW |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 11/03/2024 |
| Last trading day: | 19/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.46 |
| Parity: | 0.68 |
| Time value: | 0.12 |
| Break-even: | 35.95 |
| Moneyness: | 1.24 |
| Premium: | 0.03 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 3.92% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 3.69 |
| Rho: | 0.06 |
Quote data
| Open: | 0.774 |
|---|---|
| High: | 0.774 |
| Low: | 0.759 |
| Previous Close: | 0.750 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +0.13% | ||
|---|---|---|---|
| 1 Month | +44.30% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.832 | 0.750 |
|---|---|---|
| 1M High / 1M Low: | 0.942 | 0.526 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.773 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.791 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 150.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
