EGB Call/LENZING 23-24/ AT0000A38XU5 /
| 2024-05-23 9:25:00 AM | Chg.-0.019 | Bid10:30:00 AM | Ask10:30:00 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.355EUR | -5.08% | 0.358 Bid Size: 10,000 |
0.418 Ask Size: 10,000 |
LENZING AG | 36.00 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1F0A |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 36.00 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.47 |
| Parity: | -0.03 |
| Time value: | 0.44 |
| Break-even: | 40.35 |
| Moneyness: | 0.99 |
| Premium: | 0.13 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.06 |
| Spread %: | 16.31% |
| Delta: | 0.57 |
| Theta: | -0.02 |
| Omega: | 4.64 |
| Rho: | 0.05 |
Quote data
| Open: | 0.364 |
|---|---|
| High: | 0.364 |
| Low: | 0.355 |
| Previous Close: | 0.374 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -13.41% | ||
|---|---|---|---|
| 1 Month | +58.48% | ||
| 3 Months | +62.10% | ||
| YTD | -26.04% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.410 | 0.374 |
|---|---|---|
| 1M High / 1M Low: | 0.418 | 0.165 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-02 | 0.482 |
| Low (YTD): | 2024-03-18 | 0.060 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.399 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.293 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 256.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
