EGB Put/LENZING 23-24/ AT0000A36L22 /
| 6/18/2024 9:25:00 AM | Chg.-0.035 | Bid9:25:01 AM | Ask9:25:01 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.231EUR | -13.16% | 0.231 Bid Size: 10,000 |
0.291 Ask Size: 10,000 |
LENZING AG | 38.00 - | 6/21/2024 | 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: | 6/21/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -13.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 1.00 |
| Historic volatility: | 0.46 |
| Parity: | 0.20 |
| Time value: | 0.07 |
| Break-even: | 35.26 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 5.40 |
| Spread abs.: | 0.06 |
| Spread %: | 28.64% |
| Delta: | -0.68 |
| Theta: | -0.17 |
| Omega: | -8.89 |
| Rho: | 0.00 |
Quote data
| Open: | 0.231 |
|---|---|
| High: | 0.231 |
| Low: | 0.231 |
| Previous Close: | 0.266 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -60.17% | ||
|---|---|---|---|
| 1 Month | -23.51% | ||
| 3 Months | -82.37% | ||
| YTD | -51.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.580 | 0.151 |
|---|---|---|
| 1M High / 1M Low: | 0.580 | 0.151 |
| 6M High / 6M Low: | 1.310 | 0.151 |
| High (YTD): | 3/18/2024 | 1.310 |
| Low (YTD): | 6/13/2024 | 0.151 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.274 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.354 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.648 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 351.92% | |
| Volatility 6M: | 203.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
