Erste Bank Call 34 LEN 20.06.2025/  AT0000A3CFH4  /

Stuttgart
2024-05-17  5:00:32 PM Chg.-0.008 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.715EUR -1.11% -
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: 4.66
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.18
Implied volatility: 0.42
Historic volatility: 0.47
Parity: 0.18
Time value: 0.59
Break-even: 41.69
Moneyness: 1.05
Premium: 0.16
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 8.62%
Delta: 0.67
Theta: -0.01
Omega: 3.11
Rho: 0.18
 

Quote data

Open: 0.722
High: 0.722
Low: 0.715
Previous Close: 0.723
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.32%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.773 0.620
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -