EGB Put/LENZING 23-24/ AT0000A34WE0 /
| 2024-05-17 9:25:00 AM | Chg.+0.010 | Bid10:52:43 AM | Ask10:52:43 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.420EUR | +0.71% | 1.400 Bid Size: 10,000 |
1.470 Ask Size: 10,000 |
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: | -2.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.41 |
|---|---|
| Intrinsic value: | 1.41 |
| Implied volatility: | 0.85 |
| Historic volatility: | 0.47 |
| Parity: | 1.41 |
| Time value: | 0.06 |
| Break-even: | 35.26 |
| Moneyness: | 1.34 |
| Premium: | 0.02 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.07 |
| Spread %: | 5.00% |
| Delta: | -0.84 |
| Theta: | -0.03 |
| Omega: | -2.33 |
| Rho: | -0.04 |
Quote data
| Open: | 1.400 |
|---|---|
| High: | 1.420 |
| Low: | 1.400 |
| Previous Close: | 1.410 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -8.39% | ||
|---|---|---|---|
| 1 Month | -33.02% | ||
| 3 Months | -26.04% | ||
| YTD | -2.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.550 | 1.400 |
|---|---|---|
| 1M High / 1M Low: | 2.120 | 1.400 |
| 6M High / 6M Low: | 2.650 | 1.080 |
| High (YTD): | 2024-03-18 | 2.650 |
| Low (YTD): | 2024-05-14 | 1.400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.440 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.837 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.825 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.61% | |
| Volatility 6M: | 88.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
