EGB Call/LENZING 23-24/ AT0000A37RD5 /
| 6/19/2024 5:25:00 PM | Chg.-0.015 | Bid5:27:32 PM | Ask5:27:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.125EUR | -10.71% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 40.00 EUR | 9/20/2024 | Call |
Master data
| WKN: | EB1FF2 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 9/20/2024 |
| Issue date: | 10/19/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.46 |
| Parity: | -0.59 |
| Time value: | 0.19 |
| Break-even: | 41.92 |
| Moneyness: | 0.85 |
| Premium: | 0.23 |
| Premium p.a.: | 1.25 |
| Spread abs.: | 0.06 |
| Spread %: | 46.56% |
| Delta: | 0.35 |
| Theta: | -0.02 |
| Omega: | 6.15 |
| Rho: | 0.03 |
Quote data
| Open: | 0.113 |
|---|---|
| High: | 0.132 |
| Low: | 0.112 |
| Previous Close: | 0.140 |
| Turnover: | - |
| Market phase: | OP |
All quotes in EUR
Performance
| 1 Week | -52.11% | ||
|---|---|---|---|
| 1 Month | -46.58% | ||
| 3 Months | +26.26% | ||
| YTD | -59.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.261 | 0.125 |
|---|---|---|
| 1M High / 1M Low: | 0.261 | 0.082 |
| 6M High / 6M Low: | 0.396 | 0.028 |
| High (YTD): | 1/2/2024 | 0.312 |
| Low (YTD): | 3/18/2024 | 0.028 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.187 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.168 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.150 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 772.58% | |
| Volatility 6M: | 462.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
