EGB Put/LENZING 23-24/ AT0000A36L48 /
| 17/06/2024 15:25:00 | Chg.+0.019 | Bid17:13:07 | Ask17:13:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.472EUR | +4.19% | 0.479 Bid Size: 10,000 |
0.540 Ask Size: 10,000 |
LENZING AG | 38.00 - | 20/09/2024 | Put |
Master data
| WKN: | EB1EZS |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.00 - |
| Maturity: | 20/09/2024 |
| Issue date: | 23/08/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.46 |
| Parity: | 0.20 |
| Time value: | 0.32 |
| Break-even: | 32.79 |
| Moneyness: | 1.06 |
| Premium: | 0.09 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.06 |
| Spread %: | 13.26% |
| Delta: | -0.50 |
| Theta: | -0.02 |
| Omega: | -3.46 |
| Rho: | -0.06 |
Quote data
| Open: | 0.453 |
|---|---|
| High: | 0.510 |
| Low: | 0.448 |
| Previous Close: | 0.453 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -24.84% | ||
|---|---|---|---|
| 1 Month | -4.65% | ||
| 3 Months | -60.67% | ||
| YTD | -14.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.672 | 0.424 |
|---|---|---|
| 1M High / 1M Low: | 0.672 | 0.424 |
| 6M High / 6M Low: | 1.310 | 0.424 |
| High (YTD): | 18/03/2024 | 1.310 |
| Low (YTD): | 13/06/2024 | 0.424 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.522 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.529 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.742 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 155.85% | |
| Volatility 6M: | 130.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
