EGB Put/LENZING 23-24/ AT0000A36L55 /
| 2024-06-14 5:25:00 PM | Chg.+0.036 | Bid5:28:26 PM | Ask5:28:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.573EUR | +6.70% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 40.00 - | 2024-09-20 | Put |
Master data
| WKN: | EB1EZR |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.48 |
| Parity: | 0.40 |
| Time value: | 0.24 |
| Break-even: | 33.58 |
| Moneyness: | 1.11 |
| Premium: | 0.07 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.06 |
| Spread %: | 10.50% |
| Delta: | -0.57 |
| Theta: | -0.02 |
| Omega: | -3.21 |
| Rho: | -0.07 |
Quote data
| Open: | 0.554 |
|---|---|
| High: | 0.589 |
| Low: | 0.554 |
| Previous Close: | 0.537 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -25.58% | ||
|---|---|---|---|
| 1 Month | -7.28% | ||
| 3 Months | -59.07% | ||
| YTD | -15.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.830 | 0.537 |
|---|---|---|
| 1M High / 1M Low: | 0.830 | 0.537 |
| 6M High / 6M Low: | 1.510 | 0.537 |
| High (YTD): | 2024-03-18 | 1.510 |
| Low (YTD): | 2024-06-13 | 0.537 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.653 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.660 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.891 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.00% | |
| Volatility 6M: | 121.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
