Erste Bank Put 40 LEN 20.09.2024
/ AT0000A36L55
Erste Bank Put 40 LEN 20.09.2024/ AT0000A36L55 /
| 2024-06-07 9:16:50 AM |
Chg.+0.003 |
Bid3:13:21 PM |
Ask3:13:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.722EUR |
+0.42% |
0.784
Bid Size: 10,000 |
0.845
Ask Size: 10,000 |
LENZING AG |
40.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
EB1EZR |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.46 |
| Parity: |
0.60 |
| Time value: |
0.17 |
| Break-even: |
32.37 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
8.53% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-2.86 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.722 |
| High: |
0.722 |
| Low: |
0.722 |
| Previous Close: |
0.719 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.25% |
| 1 Month |
|
|
-25.41% |
| 3 Months |
|
|
-34.96% |
| YTD |
|
|
-0.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.725 |
0.667 |
| 1M High / 1M Low: |
0.968 |
0.574 |
| 6M High / 6M Low: |
1.500 |
0.574 |
| High (YTD): |
2024-03-18 |
1.500 |
| Low (YTD): |
2024-05-14 |
0.574 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.894 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.75% |
| Volatility 6M: |
|
115.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
