RBI Put 35 LEN 21.03.2025
/ AT0000A37A73
RBI Put 35 LEN 21.03.2025/ AT0000A37A73 /
2024-05-31 9:16:54 AM |
Chg.-0.019 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-3.73% |
- Bid Size: - |
- Ask Size: - |
LENZING AG |
35.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
RC1A7K |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
LENZING AG |
Type: |
Warrant |
Option type: |
Put |
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: |
-6.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.46 |
Historic volatility: |
0.46 |
Parity: |
0.02 |
Time value: |
0.50 |
Break-even: |
29.84 |
Moneyness: |
1.01 |
Premium: |
0.14 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
6.17% |
Delta: |
-0.40 |
Theta: |
-0.01 |
Omega: |
-2.67 |
Rho: |
-0.15 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.509 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.00% |
1 Month |
|
|
-30.89% |
3 Months |
|
|
-35.70% |
YTD |
|
|
-4.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.509 |
0.457 |
1M High / 1M Low: |
0.724 |
0.441 |
6M High / 6M Low: |
1.040 |
0.411 |
High (YTD): |
2024-03-19 |
1.040 |
Low (YTD): |
2024-05-21 |
0.441 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.524 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.631 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.57% |
Volatility 6M: |
|
112.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |