EGB Call/LENZING 24-24/ AT0000A3ABH7 /
| 2024-06-19 5:25:00 PM | Chg.-0.039 | Bid5:27:32 PM | Ask5:27:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.458EUR | -7.85% | - 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: | 6.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.46 |
| Parity: | 0.21 |
| Time value: | 0.33 |
| Break-even: | 37.40 |
| Moneyness: | 1.07 |
| Premium: | 0.10 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.06 |
| Spread %: | 12.73% |
| Delta: | 0.65 |
| Theta: | -0.02 |
| Omega: | 4.11 |
| Rho: | 0.04 |
Quote data
| Open: | 0.442 |
|---|---|
| High: | 0.472 |
| Low: | 0.438 |
| Previous Close: | 0.497 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -34.48% | ||
|---|---|---|---|
| 1 Month | -28.33% | ||
| 3 Months | +143.62% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.705 | 0.497 |
|---|---|---|
| 1M High / 1M Low: | 0.705 | 0.367 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.626 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.542 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 346.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
