EGB Put/LENZING 23-24/ AT0000A34WE0 /
| 2024-05-31 5:25:00 PM | Chg.+0.010 | Bid5:25:34 PM | Ask5:25:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.550EUR | +0.65% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 48.1188 - | 2024-06-21 | Put |
Master data
| WKN: | EB1ELF |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 48.12 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-05-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 8.75:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.52 |
|---|---|
| Intrinsic value: | 1.52 |
| Implied volatility: | 1.14 |
| Historic volatility: | 0.46 |
| Parity: | 1.52 |
| Time value: | 0.06 |
| Break-even: | 34.30 |
| Moneyness: | 1.38 |
| Premium: | 0.01 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.06 |
| Spread %: | 3.95% |
| Delta: | -0.86 |
| Theta: | -0.05 |
| Omega: | -2.16 |
| Rho: | -0.02 |
Quote data
| Open: | 1.570 |
|---|---|
| High: | 1.580 |
| Low: | 1.530 |
| Previous Close: | 1.540 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -1.27% | ||
|---|---|---|---|
| 1 Month | -23.65% | ||
| 3 Months | -25.84% | ||
| YTD | +6.16% | ||
| 1 Year | +115.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.610 | 1.450 |
|---|---|---|
| 1M High / 1M Low: | 2.000 | 1.400 |
| 6M High / 6M Low: | 2.650 | 1.290 |
| High (YTD): | 2024-03-18 | 2.650 |
| Low (YTD): | 2024-05-20 | 1.400 |
| 52W High: | 2024-03-18 | 2.650 |
| 52W Low: | 2023-06-13 | 0.516 |
| Avg. price 1W: | 1.536 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.574 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.833 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.444 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 90.84% | |
| Volatility 6M: | 86.65% | |
| Volatility 1Y: | 112.62% | |
| Volatility 3Y: | - |
