EGB Call/LENZING 23-24/ AT0000A36KJ9 /
| 2024-05-23 11:25:00 AM | Chg.+0.001 | Bid11:39:35 AM | Ask11:39:35 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.070EUR | +1.45% | 0.071 Bid Size: 10,000 |
0.132 Ask Size: 10,000 |
LENZING AG | 46.00 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1EY1 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 46.00 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.47 |
| Parity: | -1.03 |
| Time value: | 0.13 |
| Break-even: | 47.30 |
| Moneyness: | 0.78 |
| Premium: | 0.32 |
| Premium p.a.: | 1.35 |
| Spread abs.: | 0.06 |
| Spread %: | 88.41% |
| Delta: | 0.24 |
| Theta: | -0.01 |
| Omega: | 6.71 |
| Rho: | 0.02 |
Quote data
| Open: | 0.065 |
|---|---|
| High: | 0.070 |
| Low: | 0.062 |
| Previous Close: | 0.069 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -22.22% | ||
|---|---|---|---|
| 1 Month | +84.21% | ||
| 3 Months | +42.86% | ||
| YTD | -52.70% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.090 | 0.069 |
|---|---|---|
| 1M High / 1M Low: | 0.094 | 0.022 |
| 6M High / 6M Low: | 0.210 | 0.008 |
| High (YTD): | 2024-01-02 | 0.148 |
| Low (YTD): | 2024-03-15 | 0.008 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.083 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.056 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.070 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 440.90% | |
| Volatility 6M: | 465.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
