EGB Call/LENZING 23-24/ AT0000A38XW1 /
| 10/9/2024 3:25:00 PM | Chg.+0.020 | Bid3:25:00 PM | Ask3:25:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.246EUR | +8.85% | 0.246 Bid Size: 10,000 |
0.307 Ask Size: 10,000 |
LENZING AG | 34.00 EUR | 12/20/2024 | Call |
Master data
| WKN: | EB1FZ8 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.00 EUR |
| Maturity: | 12/20/2024 |
| Issue date: | 12/21/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.45 |
| Parity: | -0.03 |
| Time value: | 0.28 |
| Break-even: | 36.78 |
| Moneyness: | 0.99 |
| Premium: | 0.09 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.06 |
| Spread %: | 26.36% |
| Delta: | 0.54 |
| Theta: | -0.02 |
| Omega: | 6.55 |
| Rho: | 0.03 |
Quote data
| Open: | 0.219 |
|---|---|
| High: | 0.259 |
| Low: | 0.219 |
| Previous Close: | 0.226 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -20.13% | ||
|---|---|---|---|
| 1 Month | +82.22% | ||
| 3 Months | -35.26% | ||
| YTD | -60.95% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.308 | 0.226 |
|---|---|---|
| 1M High / 1M Low: | 0.351 | 0.113 |
| 6M High / 6M Low: | 0.663 | 0.113 |
| High (YTD): | 6/12/2024 | 0.663 |
| Low (YTD): | 3/18/2024 | 0.096 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.276 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.211 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.347 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 281.56% | |
| Volatility 6M: | 240.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
