EGB Call/LENZING 23-24/ AT0000A36KJ9 /
6/19/2024 5:25:00 PM | Chg.-0.004 | Bid5:27:32 PM | Ask5:27:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.031EUR | -11.43% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 46.00 EUR | 9/20/2024 | 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: | 9/20/2024 |
Issue date: | 8/23/2023 |
Last trading day: | 9/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 36.67 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.57 |
Historic volatility: | 0.46 |
Parity: | -1.19 |
Time value: | 0.09 |
Break-even: | 46.93 |
Moneyness: | 0.74 |
Premium: | 0.38 |
Premium p.a.: | 2.50 |
Spread abs.: | 0.06 |
Spread %: | 190.63% |
Delta: | 0.19 |
Theta: | -0.02 |
Omega: | 7.13 |
Rho: | 0.01 |
Quote data
Open: | 0.025 |
---|---|
High: | 0.033 |
Low: | 0.025 |
Previous Close: | 0.035 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -65.56% | ||
---|---|---|---|
1 Month | -65.17% | ||
3 Months | +82.35% | ||
YTD | -79.05% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.091 | 0.035 |
---|---|---|
1M High / 1M Low: | 0.091 | 0.015 |
6M High / 6M Low: | 0.210 | 0.008 |
High (YTD): | 1/2/2024 | 0.148 |
Low (YTD): | 3/15/2024 | 0.008 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.068 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.050 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.057 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 1,785.82% | |
Volatility 6M: | 834.46% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |