RBI Call/Lenzing 23-24/ AT0000A35ZE0 /
| 2024-05-23 9:15:01 AM | Chg.-0.011 | Bid9:37:13 AM | Ask9:37:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.086EUR | -11.34% | 0.081 Bid Size: 10,000 |
0.111 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: | 29.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.47 |
| Parity: | -0.93 |
| Time value: | 0.12 |
| Break-even: | 46.21 |
| Moneyness: | 0.79 |
| Premium: | 0.29 |
| Premium p.a.: | 1.19 |
| Spread abs.: | 0.03 |
| Spread %: | 32.97% |
| Delta: | 0.24 |
| Theta: | -0.01 |
| Omega: | 7.21 |
| Rho: | 0.02 |
Quote data
| Open: | 0.086 |
|---|---|
| High: | 0.086 |
| Low: | 0.086 |
| Previous Close: | 0.097 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -16.50% | ||
|---|---|---|---|
| 1 Month | +38.71% | ||
| 3 Months | +186.67% | ||
| YTD | -40.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.113 | 0.097 |
|---|---|---|
| 1M High / 1M Low: | 0.136 | 0.040 |
| 6M High / 6M Low: | 0.235 | 0.001 |
| High (YTD): | 2024-01-02 | 0.159 |
| Low (YTD): | 2024-03-18 | 0.001 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.104 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.080 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.082 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 374.73% | |
| Volatility 6M: | 938.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
