EGB Put/LENZING 24-25/ AT0000A3AC65 /
2024-06-07 3:25:00 PM | Chg.+0.019 | Bid4:00:48 PM | Ask4:00:48 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.259EUR | +7.92% | 0.253 Bid Size: 10,000 |
0.313 Ask Size: 10,000 |
LENZING AG | 28.00 EUR | 2025-03-21 | Put |
Master data
WKN: | EB1F76 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | LENZING AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 28.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2024-02-02 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -11.50 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.54 |
Historic volatility: | 0.46 |
Parity: | -0.61 |
Time value: | 0.30 |
Break-even: | 25.04 |
Moneyness: | 0.82 |
Premium: | 0.26 |
Premium p.a.: | 0.35 |
Spread abs.: | 0.06 |
Spread %: | 25.42% |
Delta: | -0.24 |
Theta: | -0.01 |
Omega: | -2.75 |
Rho: | -0.09 |
Quote data
Open: | 0.241 |
---|---|
High: | 0.259 |
Low: | 0.241 |
Previous Close: | 0.240 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +11.64% | ||
---|---|---|---|
1 Month | -17.78% | ||
3 Months | -29.62% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.242 | 0.232 |
---|---|---|
1M High / 1M Low: | 0.315 | 0.208 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.239 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.229 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 97.28% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |