EGB Call/LENZING 23-24/ AT0000A38XS9 /
| 22/05/2024 13:25:00 | Chg.+0.003 | Bid13:59:55 | Ask13:59:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.081EUR | +3.85% | 0.078 Bid Size: 10,000 |
0.138 Ask Size: 10,000 |
LENZING AG | 38.00 EUR | 21/06/2024 | Call |
Master data
| WKN: | EB1F0C |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 EUR |
| Maturity: | 21/06/2024 |
| Issue date: | 21/12/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.47 |
| Parity: | -0.22 |
| Time value: | 0.14 |
| Break-even: | 39.41 |
| Moneyness: | 0.94 |
| Premium: | 0.10 |
| Premium p.a.: | 2.16 |
| Spread abs.: | 0.06 |
| Spread %: | 76.25% |
| Delta: | 0.39 |
| Theta: | -0.04 |
| Omega: | 9.94 |
| Rho: | 0.01 |
Quote data
| Open: | 0.083 |
|---|---|
| High: | 0.085 |
| Low: | 0.079 |
| Previous Close: | 0.078 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -4.71% | ||
|---|---|---|---|
| 1 Month | +72.34% | ||
| 3 Months | +3.85% | ||
| YTD | -70.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.092 | 0.078 |
|---|---|---|
| 1M High / 1M Low: | 0.101 | 0.018 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 02/01/2024 | 0.279 |
| Low (YTD): | 18/03/2024 | 0.007 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.085 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.054 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 843.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
