Erste Bank Call 32 LEN 21.03.2025/  AT0000A3ABK1  /

EUWAX
2024-06-07  5:00:10 PM Chg.-0.054 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.605EUR -8.19% -
Bid Size: -
-
Ask Size: -
LENZING AG 32.00 EUR 2025-03-21 Call
 

Master data

WKN: EB1F7J
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.92
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.13
Implied volatility: 0.50
Historic volatility: 0.46
Parity: 0.13
Time value: 0.55
Break-even: 38.76
Moneyness: 1.04
Premium: 0.17
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 9.74%
Delta: 0.65
Theta: -0.01
Omega: 3.17
Rho: 0.12
 

Quote data

Open: 0.662
High: 0.662
Low: 0.605
Previous Close: 0.659
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.67%
1 Month
  -9.02%
3 Months  
+53.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.673 0.605
1M High / 1M Low: 0.877 0.605
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.742
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -