EGB Put/LENZING 23-24/ AT0000A36L22 /
| 2024-05-15 5:25:00 PM | Chg.+0.018 | Bid5:29:00 PM | Ask5:29:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.319EUR | +5.98% | - 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: | -10.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.47 |
| Parity: | 0.19 |
| Time value: | 0.16 |
| Break-even: | 34.58 |
| Moneyness: | 1.05 |
| Premium: | 0.04 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.06 |
| Spread %: | 21.71% |
| Delta: | -0.58 |
| Theta: | -0.03 |
| Omega: | -6.08 |
| Rho: | -0.02 |
Quote data
| Open: | 0.293 |
|---|---|
| High: | 0.319 |
| Low: | 0.290 |
| Previous Close: | 0.301 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -29.42% | ||
|---|---|---|---|
| 1 Month | -47.79% | ||
| 3 Months | -58.25% | ||
| YTD | -32.98% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.452 | 0.301 |
|---|---|---|
| 1M High / 1M Low: | 0.859 | 0.301 |
| 6M High / 6M Low: | 1.310 | 0.301 |
| High (YTD): | 2024-03-18 | 1.310 |
| Low (YTD): | 2024-05-14 | 0.301 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.364 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.668 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.675 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 216.43% | |
| Volatility 6M: | 160.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
