Erste Bank Put 34 LEN 21.06.2024/  AT0000A37RZ8  /

EUWAX
2024-06-14  5:00:23 PM Chg.+0.003 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.019EUR +18.75% -
Bid Size: -
-
Ask Size: -
LENZING AG 34.00 EUR 2024-06-21 Put
 

Master data

WKN: EB1FGY
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Put
Strike price: 34.00 EUR
Maturity: 2024-06-21
Issue date: 2023-10-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -44.44
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.48
Parity: -0.20
Time value: 0.08
Break-even: 33.19
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 95.75
Spread abs.: 0.06
Spread %: 305.00%
Delta: -0.29
Theta: -0.12
Omega: -12.88
Rho: 0.00
 

Quote data

Open: 0.016
High: 0.019
Low: 0.016
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -87.50%
1 Month
  -83.76%
3 Months
  -97.54%
YTD
  -93.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.194 0.016
1M High / 1M Low: 0.194 0.016
6M High / 6M Low: 0.912 0.016
High (YTD): 2024-03-18 0.912
Low (YTD): 2024-06-13 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.369
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   428.70%
Volatility 6M:   268.67%
Volatility 1Y:   -
Volatility 3Y:   -