Erste Bank Put 34 LEN/ AT0000A37S40 /
17/09/2024 17:00:12 | Chg.- | Bid22:00:28 | Ask22:00:28 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.270EUR | - | - Bid Size: - |
- Ask Size: - |
LENZING AG | 34.00 EUR | 20/09/2024 | Put |
Master data
WKN: | EB1FGT |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | LENZING AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 34.00 EUR |
Maturity: | 20/09/2024 |
Issue date: | 19/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -10.27 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 2.66 |
Historic volatility: | 0.45 |
Parity: | 0.22 |
Time value: | 0.10 |
Break-even: | 30.90 |
Moneyness: | 1.07 |
Premium: | 0.03 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.06 |
Spread %: | 21.57% |
Delta: | -0.65 |
Theta: | -0.82 |
Omega: | -6.73 |
Rho: | 0.00 |
Quote data
Open: | 0.325 |
---|---|
High: | 0.325 |
Low: | 0.270 |
Previous Close: | 0.320 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.30% | ||
---|---|---|---|
1 Month | -7.53% | ||
3 Months | -19.40% | ||
YTD | -29.32% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.320 | 0.270 |
---|---|---|
1M High / 1M Low: | 0.408 | 0.224 |
6M High / 6M Low: | 0.659 | 0.224 |
High (YTD): | 18/03/2024 | 0.948 |
Low (YTD): | 22/08/2024 | 0.224 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.297 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.323 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.372 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 200.52% | |
Volatility 6M: | 174.25% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |