Erste Bank Call 38 LEN 20.12.2024
/ AT0000A38XY7
Erste Bank Call 38 LEN 20.12.2024/ AT0000A38XY7 /
| 08/11/2024 09:15:23 |
Chg.-0.004 |
Bid09:53:20 |
Ask09:53:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-20.00% |
0.013
Bid Size: 10,000 |
0.073
Ask Size: 10,000 |
LENZING AG |
38.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
EB1FZ6 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.44 |
| Parity: |
-0.63 |
| Time value: |
0.08 |
| Break-even: |
38.78 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
4.69 |
| Spread abs.: |
0.06 |
| Spread %: |
358.82% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
9.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-77.78% |
| 3 Months |
|
|
-84.47% |
| YTD |
|
|
-95.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.015 |
| 1M High / 1M Low: |
0.079 |
0.015 |
| 6M High / 6M Low: |
0.454 |
0.015 |
| High (YTD): |
14/05/2024 |
0.454 |
| Low (YTD): |
06/11/2024 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
487.83% |
| Volatility 6M: |
|
341.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
