EGB Put/LENZING 23-24/ AT0000A38YM0 /
| 2024-06-06 11:25:00 AM | Chg.+0.007 | Bid11:25:01 AM | Ask11:25:01 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.324EUR | +2.21% | 0.324 Bid Size: 10,000 |
0.385 Ask Size: 10,000 |
LENZING AG | 32.00 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F0V |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 32.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.46 |
| Parity: | -0.20 |
| Time value: | 0.38 |
| Break-even: | 28.24 |
| Moneyness: | 0.94 |
| Premium: | 0.17 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.06 |
| Spread %: | 18.99% |
| Delta: | -0.34 |
| Theta: | -0.01 |
| Omega: | -3.11 |
| Rho: | -0.08 |
Quote data
| Open: | 0.323 |
|---|---|
| High: | 0.324 |
| Low: | 0.321 |
| Previous Close: | 0.317 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +6.58% | ||
|---|---|---|---|
| 1 Month | -32.64% | ||
| 3 Months | -41.09% | ||
| YTD | +9.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.323 | 0.304 |
|---|---|---|
| 1M High / 1M Low: | 0.481 | 0.273 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-18 | 0.778 |
| Low (YTD): | 2024-05-20 | 0.273 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.314 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.314 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.39% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
