Erste Bank Call 34 LEN 21.03.2025/  AT0000A3ABL9  /

EUWAX
2024-08-30  5:00:09 PM Chg.-0.009 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.274EUR -3.18% -
Bid Size: -
-
Ask Size: -
LENZING AG 34.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.05
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.45
Parity: -0.32
Time value: 0.34
Break-even: 37.41
Moneyness: 0.91
Premium: 0.21
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 23.10%
Delta: 0.48
Theta: -0.01
Omega: 4.39
Rho: 0.06
 

Quote data

Open: 0.287
High: 0.287
Low: 0.274
Previous Close: 0.283
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.17%
1 Month
  -15.43%
3 Months
  -54.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.323 0.274
1M High / 1M Low: 0.390 0.244
6M High / 6M Low: 0.773 0.145
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.45%
Volatility 6M:   225.09%
Volatility 1Y:   -
Volatility 3Y:   -