Erste Bank Put 36 LEN 20.09.2024
/ AT0000A36L30
Erste Bank Put 36 LEN 20.09.2024/ AT0000A36L30 /
31/05/2024 17:00:20 |
Chg.+0.007 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.414EUR |
+1.72% |
- 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: |
-7.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.54 |
Historic volatility: |
0.46 |
Parity: |
0.12 |
Time value: |
0.34 |
Break-even: |
31.43 |
Moneyness: |
1.03 |
Premium: |
0.10 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.06 |
Spread %: |
15.40% |
Delta: |
-0.47 |
Theta: |
-0.02 |
Omega: |
-3.59 |
Rho: |
-0.06 |
Quote data
Open: |
0.416 |
High: |
0.416 |
Low: |
0.414 |
Previous Close: |
0.407 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.50% |
1 Month |
|
|
-39.47% |
3 Months |
|
|
-44.05% |
YTD |
|
|
-14.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.432 |
0.379 |
1M High / 1M Low: |
0.684 |
0.358 |
6M High / 6M Low: |
1.120 |
0.358 |
High (YTD): |
18/03/2024 |
1.120 |
Low (YTD): |
14/05/2024 |
0.358 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.403 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.452 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.611 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.42% |
Volatility 6M: |
|
133.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |