Erste Bank Call 34 LEN 21.03.2025/  AT0000A3ABL9  /

EUWAX
07/06/2024  17:00:10 Chg.-0.049 Bid20:00:00 Ask20:00:00 Underlying Strike price Expiration date Option type
0.505EUR -8.84% -
Bid Size: -
-
Ask Size: -
LENZING AG 34.00 EUR 21/03/2025 Call
 

Master data

WKN: EB1F7H
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 21/03/2025
Issue date: 02/02/2024
Last trading day: 18/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.45
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.01
Implied volatility: 0.49
Historic volatility: 0.46
Parity: 0.01
Time value: 0.62
Break-even: 40.25
Moneyness: 1.00
Premium: 0.18
Premium p.a.: 0.24
Spread abs.: 0.06
Spread %: 10.82%
Delta: 0.61
Theta: -0.01
Omega: 3.34
Rho: 0.11
 

Quote data

Open: 0.557
High: 0.557
Low: 0.505
Previous Close: 0.554
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.97%
1 Month  
+29.49%
3 Months  
+59.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.601 0.553
1M High / 1M Low: 0.758 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.567
Avg. volume 1W:   0.000
Avg. price 1M:   0.627
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -