EGB Put/LENZING 23-24/ AT0000A36L22 /
| 07/06/2024 17:25:00 | Chg.+0.076 | Bid17:29:25 | Ask17:29:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.497EUR | +18.05% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 38.00 - | 21/06/2024 | 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: | 21/06/2024 |
| Issue date: | 23/08/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.46 |
| Parity: | 0.40 |
| Time value: | 0.07 |
| Break-even: | 33.37 |
| Moneyness: | 1.12 |
| Premium: | 0.02 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.06 |
| Spread %: | 15.17% |
| Delta: | -0.74 |
| Theta: | -0.06 |
| Omega: | -5.46 |
| Rho: | -0.01 |
Quote data
| Open: | 0.429 |
|---|---|
| High: | 0.516 |
| Low: | 0.429 |
| Previous Close: | 0.421 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +34.69% | ||
|---|---|---|---|
| 1 Month | +9.96% | ||
| 3 Months | -45.14% | ||
| YTD | +4.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.497 | 0.413 |
|---|---|---|
| 1M High / 1M Low: | 0.497 | 0.290 |
| 6M High / 6M Low: | 1.310 | 0.290 |
| High (YTD): | 18/03/2024 | 1.310 |
| Low (YTD): | 22/05/2024 | 0.290 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.435 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.361 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.659 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 194.05% | |
| Volatility 6M: | 169.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
