RBI Call/Lenzing 24-24/ AT0000A3B4V8 /
| 2024-05-23 9:15:01 AM | Chg.-0.037 | Bid9:42:27 AM | Ask9:42:27 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.853EUR | -4.16% | 0.838 Bid Size: 10,000 |
0.868 Ask Size: 10,000 |
LENZING AG | 28.00 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1DAW |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2024-03-11 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.79 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.47 |
| Parity: | 0.79 |
| Time value: | 0.12 |
| Break-even: | 37.02 |
| Moneyness: | 1.28 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 3.44% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 3.41 |
| Rho: | 0.07 |
Quote data
| Open: | 0.853 |
|---|---|
| High: | 0.853 |
| Low: | 0.853 |
| Previous Close: | 0.890 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +0.24% | ||
|---|---|---|---|
| 1 Month | +44.09% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.904 | 0.851 |
|---|---|---|
| 1M High / 1M Low: | 0.942 | 0.509 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.887 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.712 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.93% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
