EGB Put/LENZING 23-24/ AT0000A36L22 /
| 2024-05-31 5:25:00 PM | Chg.+0.007 | Bid5:25:34 PM | Ask5:25:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.369EUR | +1.93% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 38.00 - | 2024-06-21 | 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: | 2024-06-21 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.46 |
| Parity: | 0.32 |
| Time value: | 0.08 |
| Break-even: | 33.96 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.06 |
| Spread %: | 17.44% |
| Delta: | -0.70 |
| Theta: | -0.04 |
| Omega: | -5.99 |
| Rho: | -0.02 |
Quote data
| Open: | 0.381 |
|---|---|
| High: | 0.390 |
| Low: | 0.352 |
| Previous Close: | 0.362 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -3.91% | ||
|---|---|---|---|
| 1 Month | -52.57% | ||
| 3 Months | -56.23% | ||
| YTD | -22.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.414 | 0.305 |
|---|---|---|
| 1M High / 1M Low: | 0.748 | 0.290 |
| 6M High / 6M Low: | 1.310 | 0.290 |
| High (YTD): | 2024-03-18 | 1.310 |
| Low (YTD): | 2024-05-22 | 0.290 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.361 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.412 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.663 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 222.55% | |
| Volatility 6M: | 166.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
