Erste Bank Put 36 LEN 20.09.2024
/ AT0000A36L30
Erste Bank Put 36 LEN 20.09.2024/ AT0000A36L30 /
| 17/05/2024 17:00:22 |
Chg.+0.001 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.382EUR |
+0.26% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
36.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
EB1EZT |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.47 |
| Parity: |
0.04 |
| Time value: |
0.42 |
| Break-even: |
31.49 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
15.64% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-3.41 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.384 |
| High: |
0.384 |
| Low: |
0.382 |
| Previous Close: |
0.381 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.92% |
| 1 Month |
|
|
-49.40% |
| 3 Months |
|
|
-44.72% |
| YTD |
|
|
-20.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.402 |
0.358 |
| 1M High / 1M Low: |
0.755 |
0.358 |
| 6M High / 6M Low: |
1.120 |
0.330 |
| High (YTD): |
18/03/2024 |
1.120 |
| Low (YTD): |
14/05/2024 |
0.358 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.87% |
| Volatility 6M: |
|
132.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
