Erste Bank Call 34 LEN 21.03.2025/  AT0000A3ABL9  /

EUWAX
2024-05-17  5:00:08 PM Chg.-0.008 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.701EUR -1.13% -
Bid Size: -
-
Ask Size: -
LENZING AG 34.00 EUR 2025-03-21 Call
 

Master data

WKN: EB1F7H
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.18
Implied volatility: 0.48
Historic volatility: 0.47
Parity: 0.18
Time value: 0.58
Break-even: 41.55
Moneyness: 1.05
Premium: 0.16
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 8.79%
Delta: 0.66
Theta: -0.01
Omega: 3.13
Rho: 0.14
 

Quote data

Open: 0.708
High: 0.708
Low: 0.701
Previous Close: 0.709
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.92%
1 Month  
+145.96%
3 Months  
+44.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.758 0.610
1M High / 1M Low: 0.758 0.285
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.691
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -