EGB Call/LENZING 23-24/ AT0000A38XY7 /
| 2024-06-06 5:25:00 PM | Chg.-0.006 | Bid5:25:30 PM | Ask5:25:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.289EUR | -2.03% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 38.00 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1FZ6 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.46 |
| Parity: | -0.40 |
| Time value: | 0.35 |
| Break-even: | 41.51 |
| Moneyness: | 0.89 |
| Premium: | 0.22 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.06 |
| Spread %: | 21.03% |
| Delta: | 0.47 |
| Theta: | -0.01 |
| Omega: | 4.52 |
| Rho: | 0.07 |
Quote data
| Open: | 0.287 |
|---|---|
| High: | 0.294 |
| Low: | 0.282 |
| Previous Close: | 0.295 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -13.21% | ||
|---|---|---|---|
| 1 Month | +41.67% | ||
| 3 Months | +129.37% | ||
| YTD | -33.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.333 | 0.287 |
|---|---|---|
| 1M High / 1M Low: | 0.410 | 0.204 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-02 | 0.439 |
| Low (YTD): | 2024-03-18 | 0.046 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.308 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.344 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 233.16% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
