EGB Put/LENZING 23-24/ AT0000A36L30 /
| 5/31/2024 5:25:00 PM | Chg.+0.002 | Bid5:25:34 PM | Ask5:25:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.409EUR | +0.49% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 36.00 - | 9/20/2024 | Put |
Master data
| WKN: | EB1EZT |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 36.00 - |
| Maturity: | 9/20/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.46 |
| Parity: | 0.12 |
| Time value: | 0.34 |
| Break-even: | 31.43 |
| Moneyness: | 1.03 |
| Premium: | 0.10 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.06 |
| Spread %: | 15.40% |
| Delta: | -0.47 |
| Theta: | -0.02 |
| Omega: | -3.59 |
| Rho: | -0.06 |
Quote data
| Open: | 0.416 |
|---|---|
| High: | 0.421 |
| Low: | 0.401 |
| Previous Close: | 0.407 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -2.62% | ||
|---|---|---|---|
| 1 Month | -41.90% | ||
| 3 Months | -44.95% | ||
| YTD | -8.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.435 | 0.377 |
|---|---|---|
| 1M High / 1M Low: | 0.684 | 0.368 |
| 6M High / 6M Low: | 1.120 | 0.368 |
| High (YTD): | 3/18/2024 | 1.120 |
| Low (YTD): | 5/22/2024 | 0.368 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.407 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.453 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.608 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.87% | |
| Volatility 6M: | 129.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
