RBI Call/Lenzing 24-24/ AT0000A3AGQ7 /
| 2024-05-23 9:15:01 AM | Chg.-0.035 | Bid9:15:01 AM | Ask9:15:01 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.702EUR | -4.75% | 0.702 Bid Size: 10,000 |
0.732 Ask Size: 10,000 |
LENZING AG | 30.00 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1C2D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2024-02-08 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.47 |
| Parity: | 0.57 |
| Time value: | 0.18 |
| Break-even: | 37.47 |
| Moneyness: | 1.19 |
| Premium: | 0.05 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 4.18% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 3.77 |
| Rho: | 0.07 |
Quote data
| Open: | 0.702 |
|---|---|
| High: | 0.702 |
| Low: | 0.702 |
| Previous Close: | 0.737 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -0.71% | ||
|---|---|---|---|
| 1 Month | +46.56% | ||
| 3 Months | +76.38% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.754 | 0.707 |
|---|---|---|
| 1M High / 1M Low: | 0.792 | 0.404 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.737 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.584 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.36% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
