EGB Call/LENZING 23-24/ AT0000A37RC7 /
| 2024-05-23 9:25:00 AM | Chg.-0.006 | Bid9:25:02 AM | Ask9:25:02 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.019EUR | -24.00% | 0.019 Bid Size: 10,000 |
0.080 Ask Size: 10,000 |
LENZING AG | 40.00 EUR | 2024-06-21 | Call |
Master data
| WKN: | EB1FF3 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 38.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.47 |
| Parity: | -0.42 |
| Time value: | 0.09 |
| Break-even: | 40.92 |
| Moneyness: | 0.90 |
| Premium: | 0.14 |
| Premium p.a.: | 4.00 |
| Spread abs.: | 0.06 |
| Spread %: | 196.77% |
| Delta: | 0.28 |
| Theta: | -0.03 |
| Omega: | 10.91 |
| Rho: | 0.01 |
Quote data
| Open: | 0.021 |
|---|---|
| High: | 0.021 |
| Low: | 0.019 |
| Previous Close: | 0.025 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -51.28% | ||
|---|---|---|---|
| 1 Month | -36.67% | ||
| 3 Months | -57.78% | ||
| YTD | -90.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.039 | 0.025 |
|---|---|---|
| 1M High / 1M Low: | 0.045 | 0.006 |
| 6M High / 6M Low: | 0.296 | 0.003 |
| High (YTD): | 2024-01-02 | 0.205 |
| Low (YTD): | 2024-03-18 | 0.003 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.033 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.023 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.079 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,047.51% | |
| Volatility 6M: | 819.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
