EGB Put/LENZING 23-24/ AT0000A34WE0 /
| 6/7/2024 1:25:00 PM | Chg.+0.040 | Bid1:25:01 PM | Ask1:25:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.670EUR | +2.45% | 1.670 Bid Size: 10,000 |
1.740 Ask Size: 10,000 |
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: | -2.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 1.61 |
| Implied volatility: | 1.44 |
| Historic volatility: | 0.46 |
| Parity: | 1.61 |
| Time value: | 0.06 |
| Break-even: | 33.51 |
| Moneyness: | 1.41 |
| Premium: | 0.02 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.07 |
| Spread %: | 4.38% |
| Delta: | -0.86 |
| Theta: | -0.07 |
| Omega: | -2.00 |
| Rho: | -0.02 |
Quote data
| Open: | 1.640 |
|---|---|
| High: | 1.670 |
| Low: | 1.640 |
| Previous Close: | 1.630 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +7.74% | ||
|---|---|---|---|
| 1 Month | -14.80% | ||
| 3 Months | -23.04% | ||
| YTD | +14.38% | ||
| 1 Year | +185.96% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.630 | 1.550 |
|---|---|---|
| 1M High / 1M Low: | 1.960 | 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: | 1.606 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.527 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.834 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.459 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 90.64% | |
| Volatility 6M: | 86.76% | |
| Volatility 1Y: | 111.66% | |
| Volatility 3Y: | - |
