Erste Bank Put 32 LEN 20.09.2024
/ AT0000A38YJ6
Erste Bank Put 32 LEN 20.09.2024/ AT0000A38YJ6 /
6/4/2024 9:17:15 AM |
Chg.-0.005 |
Bid3:29:48 PM |
Ask3:29:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.236EUR |
-2.07% |
0.266 Bid Size: 10,000 |
0.327 Ask Size: 10,000 |
LENZING AG |
32.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
EB1F0Y |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
LENZING AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
32.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
12/21/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.46 |
Parity: |
-0.22 |
Time value: |
0.30 |
Break-even: |
29.05 |
Moneyness: |
0.94 |
Premium: |
0.15 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.06 |
Spread %: |
26.07% |
Delta: |
-0.34 |
Theta: |
-0.02 |
Omega: |
-3.98 |
Rho: |
-0.04 |
Quote data
Open: |
0.236 |
High: |
0.236 |
Low: |
0.236 |
Previous Close: |
0.241 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.77% |
1 Month |
|
|
-45.24% |
3 Months |
|
|
-54.26% |
YTD |
|
|
-20.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.245 |
0.215 |
1M High / 1M Low: |
0.427 |
0.202 |
6M High / 6M Low: |
- |
- |
High (YTD): |
3/18/2024 |
0.783 |
Low (YTD): |
5/14/2024 |
0.202 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.233 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.246 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |