Erste Bank Put 36 LEN 21.06.2024
/ AT0000A36L14
Erste Bank Put 36 LEN 21.06.2024/ AT0000A36L14 /
| 6/4/2024 5:00:18 PM |
Chg.+0.017 |
Bid5:01:59 PM |
Ask5:01:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.261EUR |
+6.97% |
0.257
Bid Size: 10,000 |
0.317
Ask Size: 10,000 |
LENZING AG |
36.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
EB1EZV |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.46 |
| Parity: |
0.18 |
| Time value: |
0.11 |
| Break-even: |
33.13 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.06 |
| Spread %: |
26.99% |
| Delta: |
-0.62 |
| Theta: |
-0.05 |
| Omega: |
-7.38 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.261 |
| Low: |
0.230 |
| Previous Close: |
0.244 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.81% |
| 1 Month |
|
|
-54.21% |
| 3 Months |
|
|
-64.63% |
| YTD |
|
|
-35.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.248 |
0.179 |
| 1M High / 1M Low: |
0.567 |
0.156 |
| 6M High / 6M Low: |
1.100 |
0.156 |
| High (YTD): |
3/18/2024 |
1.100 |
| Low (YTD): |
5/14/2024 |
0.156 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.81% |
| Volatility 6M: |
|
204.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
