RBI Call/Lenzing 23-24/ AT0000A36DF2 /
| 2024-06-04 12:05:10 PM | Chg.-0.027 | Bid5:29:07 PM | Ask5:29:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.123EUR | -18.00% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 40.00 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1AXF |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-07-20 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.46 |
| Parity: | -0.58 |
| Time value: | 0.17 |
| Break-even: | 41.65 |
| Moneyness: | 0.86 |
| Premium: | 0.22 |
| Premium p.a.: | 0.95 |
| Spread abs.: | 0.03 |
| Spread %: | 22.22% |
| Delta: | 0.33 |
| Theta: | -0.02 |
| Omega: | 6.81 |
| Rho: | 0.03 |
Quote data
| Open: | 0.137 |
|---|---|
| High: | 0.137 |
| Low: | 0.123 |
| Previous Close: | 0.150 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -34.22% | ||
|---|---|---|---|
| 1 Month | +19.42% | ||
| 3 Months | +78.26% | ||
| YTD | -56.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.187 | 0.149 |
|---|---|---|
| 1M High / 1M Low: | 0.268 | 0.103 |
| 6M High / 6M Low: | 0.393 | 0.020 |
| High (YTD): | 2024-01-02 | 0.306 |
| Low (YTD): | 2024-03-18 | 0.020 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.159 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.193 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.163 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 296.15% | |
| Volatility 6M: | 345.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
