EGB Put/LENZING 23-24/ AT0000A34WE0 /
| 6/11/2024 5:25:01 PM | Chg.+0.080 | Bid5:25:01 PM | Ask5:25:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.810EUR | +4.62% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 48.1188 - | 6/21/2024 | Put |
Master data
| WKN: | EB1ELF |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 48.12 - |
| Maturity: | 6/21/2024 |
| Issue date: | 5/26/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 8.75:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 1.74 |
| Implied volatility: | 1.81 |
| Historic volatility: | 0.46 |
| Parity: | 1.74 |
| Time value: | 0.06 |
| Break-even: | 32.37 |
| Moneyness: | 1.46 |
| Premium: | 0.02 |
| Premium p.a.: | 0.79 |
| Spread abs.: | 0.08 |
| Spread %: | 4.65% |
| Delta: | -0.87 |
| Theta: | -0.10 |
| Omega: | -1.81 |
| Rho: | -0.01 |
Quote data
| Open: | 1.770 |
|---|---|
| High: | 1.820 |
| Low: | 1.770 |
| Previous Close: | 1.730 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +11.04% | ||
|---|---|---|---|
| 1 Month | +16.77% | ||
| 3 Months | -13.40% | ||
| YTD | +23.97% | ||
| 1 Year | +194.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.730 | 1.610 |
|---|---|---|
| 1M High / 1M Low: | 1.730 | 1.400 |
| 6M High / 6M Low: | 2.650 | 1.290 |
| High (YTD): | 3/18/2024 | 2.650 |
| Low (YTD): | 5/20/2024 | 1.400 |
| 52W High: | 3/18/2024 | 2.650 |
| 52W Low: | 6/13/2023 | 0.516 |
| Avg. price 1W: | 1.664 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.521 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.835 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.471 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 55.06% | |
| Volatility 6M: | 86.86% | |
| Volatility 1Y: | 111.36% | |
| Volatility 3Y: | - |
