EGB Call/LENZING 24-24/ AT0000A3ABH7 /
2024-05-22 5:25:00 PM | Chg.-0.023 | Bid5:25:01 PM | Ask5:25:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.606EUR | -3.66% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 32.00 EUR | 2024-09-20 | Call |
Master data
WKN: | EB1F7L |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | LENZING AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.00 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2024-02-02 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.35 |
Leverage: | Yes |
Calculated values
Fair value: | 0.60 |
---|---|
Intrinsic value: | 0.37 |
Implied volatility: | 0.56 |
Historic volatility: | 0.47 |
Parity: | 0.37 |
Time value: | 0.30 |
Break-even: | 38.67 |
Moneyness: | 1.12 |
Premium: | 0.08 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.06 |
Spread %: | 10.07% |
Delta: | 0.70 |
Theta: | -0.02 |
Omega: | 3.77 |
Rho: | 0.06 |
Quote data
Open: | 0.642 |
---|---|
High: | 0.646 |
Low: | 0.606 |
Previous Close: | 0.629 |
Turnover: | - |
Market phase: | PT |
All quotes in EUR
Performance
1 Week | -5.46% | ||
---|---|---|---|
1 Month | +56.99% | ||
3 Months | +66.94% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.641 | 0.606 |
---|---|---|
1M High / 1M Low: | 0.649 | 0.304 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.630 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.482 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 201.18% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |