EGB Put/LENZING 23-24/ AT0000A36L14 /
2024-05-22 3:25:00 PM | Chg.-0.019 | Bid5:13:56 PM | Ask5:13:56 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.156EUR | -10.86% | 0.167 Bid Size: 10,000 |
0.228 Ask Size: 10,000 |
LENZING AG | 36.00 - | 2024-06-21 | Put |
Master data
WKN: | EB1EZV |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | LENZING AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 36.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-08-23 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -15.66 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.02 |
Implied volatility: | 0.55 |
Historic volatility: | 0.47 |
Parity: | 0.02 |
Time value: | 0.21 |
Break-even: | 33.71 |
Moneyness: | 1.00 |
Premium: | 0.06 |
Premium p.a.: | 1.02 |
Spread abs.: | 0.06 |
Spread %: | 35.50% |
Delta: | -0.47 |
Theta: | -0.04 |
Omega: | -7.37 |
Rho: | -0.02 |
Quote data
Open: | 0.168 |
---|---|
High: | 0.170 |
Low: | 0.156 |
Previous Close: | 0.175 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -21.61% | ||
---|---|---|---|
1 Month | -73.20% | ||
3 Months | -75.08% | ||
YTD | -57.26% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.199 | 0.173 |
---|---|---|
1M High / 1M Low: | 0.630 | 0.173 |
6M High / 6M Low: | 1.110 | 0.173 |
High (YTD): | 2024-03-18 | 1.110 |
Low (YTD): | 2024-05-20 | 0.173 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.183 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.404 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.525 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 190.81% | |
Volatility 6M: | 180.14% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |