EGB Call/LENZING 23-24/ AT0000A36KG5 /
2024-05-23 9:25:00 AM | Chg.-0.012 | Bid10:11:20 AM | Ask10:11:20 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.137EUR | -8.05% | 0.141 Bid Size: 10,000 |
0.201 Ask Size: 10,000 |
LENZING AG | 42.00 EUR | 2024-09-20 | Call |
Master data
WKN: | EB1EY3 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | LENZING AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 42.00 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2023-08-23 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 17.00 |
Leverage: | Yes |
Calculated values
Fair value: | 0.18 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.50 |
Historic volatility: | 0.47 |
Parity: | -0.63 |
Time value: | 0.21 |
Break-even: | 44.10 |
Moneyness: | 0.85 |
Premium: | 0.24 |
Premium p.a.: | 0.90 |
Spread abs.: | 0.06 |
Spread %: | 40.94% |
Delta: | 0.35 |
Theta: | -0.02 |
Omega: | 5.99 |
Rho: | 0.03 |
Quote data
Open: | 0.142 |
---|---|
High: | 0.142 |
Low: | 0.137 |
Previous Close: | 0.149 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -23.03% | ||
---|---|---|---|
1 Month | +65.06% | ||
3 Months | +48.91% | ||
YTD | -44.31% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.178 | 0.149 |
---|---|---|
1M High / 1M Low: | 0.184 | 0.054 |
6M High / 6M Low: | 0.329 | 0.019 |
High (YTD): | 2024-01-02 | 0.246 |
Low (YTD): | 2024-03-18 | 0.019 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.169 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.117 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.129 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 354.37% | |
Volatility 6M: | 389.77% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |