EGB Put/LENZING 23-24/ AT0000A36L48 /
| 6/7/2024 5:25:00 PM | Chg.+0.046 | Bid5:29:25 PM | Ask5:29:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.622EUR | +7.99% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 38.00 - | 9/20/2024 | 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: | 9/20/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.48 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.46 |
| Parity: | 0.48 |
| Time value: | 0.19 |
| Break-even: | 31.33 |
| Moneyness: | 1.14 |
| Premium: | 0.06 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.06 |
| Spread %: | 9.88% |
| Delta: | -0.61 |
| Theta: | -0.02 |
| Omega: | -3.03 |
| Rho: | -0.08 |
Quote data
| Open: | 0.580 |
|---|---|
| High: | 0.634 |
| Low: | 0.580 |
| Previous Close: | 0.576 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +18.25% | ||
|---|---|---|---|
| 1 Month | +3.84% | ||
| 3 Months | -34.53% | ||
| YTD | +12.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.622 | 0.553 |
|---|---|---|
| 1M High / 1M Low: | 0.622 | 0.477 |
| 6M High / 6M Low: | 1.310 | 0.477 |
| High (YTD): | 3/18/2024 | 1.310 |
| Low (YTD): | 5/22/2024 | 0.477 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.581 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.530 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.744 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.15% | |
| Volatility 6M: | 123.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
