EGB Call/LENZING 24-25/ AT0000A3DZU3 /
| 11/12/2024 9:25:00 AM | Chg.-0.012 | Bid9:25:00 AM | Ask9:25:00 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.249EUR | -4.60% | 0.249 Bid Size: 10,000 |
0.310 Ask Size: 10,000 |
LENZING AG | 36.00 EUR | 9/19/2025 | Call |
Master data
| WKN: | EB1LWU |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 36.00 EUR |
| Maturity: | 9/19/2025 |
| Issue date: | 7/24/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.44 |
| Parity: | -0.57 |
| Time value: | 0.30 |
| Break-even: | 39.04 |
| Moneyness: | 0.84 |
| Premium: | 0.29 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.06 |
| Spread %: | 26.14% |
| Delta: | 0.43 |
| Theta: | -0.01 |
| Omega: | 4.29 |
| Rho: | 0.09 |
Quote data
| Open: | 0.254 |
|---|---|
| High: | 0.254 |
| Low: | 0.249 |
| Previous Close: | 0.261 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -15.88% | ||
|---|---|---|---|
| 1 Month | -31.02% | ||
| 3 Months | -34.82% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.324 | 0.257 |
|---|---|---|
| 1M High / 1M Low: | 0.430 | 0.257 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.288 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.337 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.93% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
