1/24/2025  5:29:52 PM Chg.+0.030 Bid5:29:52 PM Ask5:29:52 PM Underlying Strike price Expiration date Option type
0.240EUR +14.29% 0.240
Bid Size: -
0.270
Ask Size: -
LENZING AG 36.00 EUR 3/20/2026 Call
 

Master data

WKN: RC1FJN
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 3/20/2026
Issue date: 9/13/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.59
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.45
Parity: -1.01
Time value: 0.27
Break-even: 38.70
Moneyness: 0.72
Premium: 0.49
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.38
Theta: -0.01
Omega: 3.62
Rho: 0.08
 

Quote data

Open: 0.200
High: 0.240
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month
  -31.43%
3 Months
  -56.36%
YTD
  -29.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.370 0.190
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.370
Low (YTD): 1/17/2025 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -