Erste Bank Call 34 LEN 20.06.2025/  AT0000A3CFH4  /

Stuttgart
2024-06-07  5:00:30 PM Chg.-0.051 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.516EUR -8.99% -
Bid Size: -
-
Ask Size: -
LENZING AG 34.00 EUR 2025-06-20 Call
 

Master data

WKN: EB1LEC
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2025-06-20
Issue date: 2024-04-18
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.34
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.01
Implied volatility: 0.42
Historic volatility: 0.46
Parity: 0.01
Time value: 0.63
Break-even: 40.38
Moneyness: 1.00
Premium: 0.19
Premium p.a.: 0.18
Spread abs.: 0.06
Spread %: 10.57%
Delta: 0.62
Theta: -0.01
Omega: 3.31
Rho: 0.15
 

Quote data

Open: 0.570
High: 0.570
Low: 0.516
Previous Close: 0.567
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.10%
1 Month
  -10.10%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.581 0.516
1M High / 1M Low: 0.773 0.516
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.561
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -