Erste Bank Put 32 LEN 21.03.2025
/ AT0000A3CGA7
Erste Bank Put 32 LEN 21.03.2025/ AT0000A3CGA7 /
03/06/2024 09:17:16 |
Chg.-0.007 |
Bid12:58:14 |
Ask12:58:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.371EUR |
-1.85% |
0.379 Bid Size: 10,000 |
0.439 Ask Size: 10,000 |
LENZING AG |
32.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
EB1LE1 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
LENZING AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
32.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
18/04/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.46 |
Parity: |
-0.28 |
Time value: |
0.43 |
Break-even: |
27.72 |
Moneyness: |
0.92 |
Premium: |
0.20 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.06 |
Spread %: |
16.62% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-2.57 |
Rho: |
-0.12 |
Quote data
Open: |
0.371 |
High: |
0.371 |
Low: |
0.371 |
Previous Close: |
0.378 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.21% |
1 Month |
|
|
-27.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.356 |
1M High / 1M Low: |
0.511 |
0.324 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.371 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.380 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |