Erste Bank Call 38 LEN 21.03.2025/  AT0000A3CFG6  /

Stuttgart
2024-05-16  5:00:13 PM Chg.+0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.508EUR +6.28% -
Bid Size: -
-
Ask Size: -
LENZING AG 38.00 EUR 2025-03-21 Call
 

Master data

WKN: EB1LED
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-18
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.45
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.47
Parity: -0.23
Time value: 0.55
Break-even: 43.54
Moneyness: 0.94
Premium: 0.22
Premium p.a.: 0.26
Spread abs.: 0.06
Spread %: 12.37%
Delta: 0.56
Theta: -0.01
Omega: 3.59
Rho: 0.12
 

Quote data

Open: 0.462
High: 0.508
Low: 0.462
Previous Close: 0.478
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.92%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.551 0.425
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.483
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:   -