RBI Put 35 LEN 19.09.2025
/ AT0000A3BXP2
RBI Put 35 LEN 19.09.2025/ AT0000A3BXP2 /
| 2024-05-02 9:17:19 AM |
Chg.+0.014 |
Bid11:10:40 AM |
Ask11:10:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.808EUR |
+1.76% |
0.789
Bid Size: 10,000 |
0.819
Ask Size: 10,000 |
LENZING AG |
35.00 EUR |
2025-09-19 |
Put |
Master data
| WKN: |
RC1DY6 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
0.47 |
| Time value: |
0.38 |
| Break-even: |
26.56 |
| Moneyness: |
1.15 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.69% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-1.63 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.808 |
| High: |
0.808 |
| Low: |
0.808 |
| Previous Close: |
0.794 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.821 |
0.794 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.811 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
