Erste Bank Put 38 LEN 21.06.2024
/ AT0000A36L22
Erste Bank Put 38 LEN 21.06.2024/ AT0000A36L22 /
| 6/18/2024 5:00:29 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
38.00 - |
6/21/2024 |
Put |
Master data
| WKN: |
EB1EZU |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
1.86 |
| Historic volatility: |
0.46 |
| Parity: |
0.39 |
| Time value: |
0.06 |
| Break-even: |
33.50 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
23.12 |
| Spread abs.: |
0.06 |
| Spread %: |
15.38% |
| Delta: |
-0.76 |
| Theta: |
-0.36 |
| Omega: |
-5.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.231 |
| High: |
0.380 |
| Low: |
0.231 |
| Previous Close: |
0.266 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+113.48% |
| 1 Month |
|
|
+29.69% |
| 3 Months |
|
|
-66.96% |
| YTD |
|
|
-27.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.144 |
| 1M High / 1M Low: |
0.565 |
0.144 |
| 6M High / 6M Low: |
1.300 |
0.144 |
| High (YTD): |
3/18/2024 |
1.300 |
| Low (YTD): |
6/13/2024 |
0.144 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.92% |
| Volatility 6M: |
|
220.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
