Erste Bank Call 38 LEN 21.06.2024/  AT0000A38XS9  /

EUWAX
2024-06-14  5:00:22 PM Chg.-0.023 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.022EUR -51.11% -
Bid Size: -
-
Ask Size: -
LENZING AG 38.00 EUR 2024-06-21 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: 2024-06-21
Issue date: 2023-12-21
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.37
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.48
Parity: -0.20
Time value: 0.08
Break-even: 38.76
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 88.46
Spread abs.: 0.06
Spread %: 406.67%
Delta: 0.32
Theta: -0.11
Omega: 15.37
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.030
Low: 0.022
Previous Close: 0.045
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+340.00%
1 Month
  -72.84%
3 Months  
+175.00%
YTD
  -90.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.002
1M High / 1M Low: 0.098 0.002
6M High / 6M Low: - -
High (YTD): 2024-01-02 0.284
Low (YTD): 2024-06-11 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,384.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -