EGB Call/LENZING 23-24/ AT0000A38XV3 /
| 2024-06-04 5:25:00 PM | Chg.+0.011 | Bid5:27:58 PM | Ask5:27:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.200EUR | +5.82% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 38.00 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1FZ9 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.46 |
| Parity: | -0.38 |
| Time value: | 0.25 |
| Break-even: | 40.54 |
| Moneyness: | 0.90 |
| Premium: | 0.19 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.06 |
| Spread %: | 30.93% |
| Delta: | 0.42 |
| Theta: | -0.02 |
| Omega: | 5.69 |
| Rho: | 0.04 |
Quote data
| Open: | 0.195 |
|---|---|
| High: | 0.202 |
| Low: | 0.179 |
| Previous Close: | 0.189 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -13.79% | ||
|---|---|---|---|
| 1 Month | +43.88% | ||
| 3 Months | +83.49% | ||
| YTD | -48.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.232 | 0.189 |
|---|---|---|
| 1M High / 1M Low: | 0.325 | 0.135 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-02 | 0.390 |
| Low (YTD): | 2024-03-18 | 0.041 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.212 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.256 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 311.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
