EGB Put/LENZING 23-24/ AT0000A36L22 /
2024-06-03 3:25:00 PM | Chg.-0.001 | Bid4:41:03 PM | Ask4:41:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.368EUR | -0.27% | 0.395 Bid Size: 10,000 |
0.455 Ask Size: 10,000 |
LENZING AG | 38.00 - | 2024-06-21 | Put |
Master data
WKN: | EB1EZU |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | LENZING AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 38.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-08-23 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -8.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.35 |
---|---|
Intrinsic value: | 0.32 |
Implied volatility: | 0.66 |
Historic volatility: | 0.46 |
Parity: | 0.32 |
Time value: | 0.08 |
Break-even: | 33.96 |
Moneyness: | 1.09 |
Premium: | 0.02 |
Premium p.a.: | 0.62 |
Spread abs.: | 0.06 |
Spread %: | 17.44% |
Delta: | -0.70 |
Theta: | -0.05 |
Omega: | -6.00 |
Rho: | -0.01 |
Quote data
Open: | 0.355 |
---|---|
High: | 0.377 |
Low: | 0.355 |
Previous Close: | 0.369 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +20.66% | ||
---|---|---|---|
1 Month | -50.47% | ||
3 Months | -56.35% | ||
YTD | -22.69% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.414 | 0.305 |
---|---|---|
1M High / 1M Low: | 0.743 | 0.290 |
6M High / 6M Low: | 1.310 | 0.290 |
High (YTD): | 2024-03-18 | 1.310 |
Low (YTD): | 2024-05-22 | 0.290 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.361 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.396 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.664 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 228.25% | |
Volatility 6M: | 167.07% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |