RBI Call/Lenzing 23-24/  AT0000A35ZA8  /

Wien OS
2024-06-04  12:05:10 PM Chg.0.000 Bid12:05:10 PM Ask12:05:10 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
LENZING AG 60.00 - 2024-09-20 Call
 

Master data

WKN: RC1AQY
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2023-06-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 171.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.46
Parity: -2.58
Time value: 0.02
Break-even: 60.20
Moneyness: 0.57
Premium: 0.76
Premium p.a.: 5.76
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.05
Theta: -0.01
Omega: 8.67
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -87.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.038 0.001
High (YTD): 2024-01-02 0.010
Low (YTD): 2024-06-03 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.003
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   512.41%
Volatility 1Y:   -
Volatility 3Y:   -