EGB Call/LENZING 23-24/ AT0000A36KG5 /
| 2024-05-23 9:15:12 AM | Chg.-0.007 | Bid9:15:12 AM | Ask9:15:12 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.142EUR | -4.70% | 0.142 Bid Size: 10,000 |
0.203 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: | 0.142 |
| Previous Close: | 0.149 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -20.22% | ||
|---|---|---|---|
| 1 Month | +71.08% | ||
| 3 Months | +54.35% | ||
| YTD | -42.28% | ||
| 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: | - |
