EGB Put/LENZING 23-24/ AT0000A36L48 /
| 2024-05-31 5:25:00 PM | Chg.+0.004 | Bid5:25:34 PM | Ask5:25:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.526EUR | +0.77% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 38.00 - | 2024-09-20 | Put |
Master data
| WKN: | EB1EZS |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.46 |
| Parity: | 0.32 |
| Time value: | 0.25 |
| Break-even: | 32.29 |
| Moneyness: | 1.09 |
| Premium: | 0.07 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.06 |
| Spread %: | 11.96% |
| Delta: | -0.55 |
| Theta: | -0.02 |
| Omega: | -3.33 |
| Rho: | -0.08 |
Quote data
| Open: | 0.534 |
|---|---|
| High: | 0.540 |
| Low: | 0.515 |
| Previous Close: | 0.522 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -2.59% | ||
|---|---|---|---|
| 1 Month | -38.48% | ||
| 3 Months | -41.43% | ||
| YTD | -5.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.556 | 0.485 |
|---|---|---|
| 1M High / 1M Low: | 0.832 | 0.477 |
| 6M High / 6M Low: | 1.310 | 0.477 |
| High (YTD): | 2024-03-18 | 1.310 |
| Low (YTD): | 2024-05-22 | 0.477 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.522 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.572 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.745 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.58% | |
| Volatility 6M: | 122.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
