EGB Put/LENZING 23-24/ AT0000A34WE0 /
31/05/2024 17:25:00 | Chg.+0.010 | Bid17:25:34 | Ask17:25:34 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.550EUR | +0.65% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 48.1188 - | 21/06/2024 | 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: | 21/06/2024 |
Issue date: | 26/05/2023 |
Last trading day: | 18/06/2024 |
Ratio: | 8.75:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -2.52 |
Leverage: | Yes |
Calculated values
Fair value: | 1.52 |
---|---|
Intrinsic value: | 1.52 |
Implied volatility: | 1.14 |
Historic volatility: | 0.46 |
Parity: | 1.52 |
Time value: | 0.06 |
Break-even: | 34.30 |
Moneyness: | 1.38 |
Premium: | 0.01 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.06 |
Spread %: | 3.95% |
Delta: | -0.86 |
Theta: | -0.05 |
Omega: | -2.16 |
Rho: | -0.02 |
Quote data
Open: | 1.570 |
---|---|
High: | 1.580 |
Low: | 1.530 |
Previous Close: | 1.540 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -1.27% | ||
---|---|---|---|
1 Month | -22.50% | ||
3 Months | -25.84% | ||
YTD | +6.16% | ||
1 Year | +145.64% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.610 | 1.450 |
---|---|---|
1M High / 1M Low: | 2.000 | 1.400 |
6M High / 6M Low: | 2.650 | 1.290 |
High (YTD): | 18/03/2024 | 2.650 |
Low (YTD): | 20/05/2024 | 1.400 |
52W High: | 18/03/2024 | 2.650 |
52W Low: | 13/06/2023 | 0.516 |
Avg. price 1W: | 1.536 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.574 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.835 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.446 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 90.84% | |
Volatility 6M: | 86.92% | |
Volatility 1Y: | 112.14% | |
Volatility 3Y: | - |