Erste Bank Put 30 LEN 20.09.2024
/ AT0000A38YH0
Erste Bank Put 30 LEN 20.09.2024/ AT0000A38YH0 /
| 6/19/2024 9:17:20 AM |
Chg.+0.016 |
Bid4:28:48 PM |
Ask4:28:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.186EUR |
+9.41% |
0.184
Bid Size: 10,000 |
0.245
Ask Size: 10,000 |
LENZING AG |
30.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
EB1F0Z |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.46 |
| Parity: |
-0.41 |
| Time value: |
0.23 |
| Break-even: |
27.68 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.06 |
| Spread %: |
34.88% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-4.12 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.186 |
| High: |
0.186 |
| Low: |
0.186 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.81% |
| 1 Month |
|
|
+20.78% |
| 3 Months |
|
|
-65.81% |
| YTD |
|
|
-16.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.128 |
| 1M High / 1M Low: |
0.219 |
0.128 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/18/2024 |
0.631 |
| Low (YTD): |
6/13/2024 |
0.128 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
