EGB Put/LENZING 23-24/ AT0000A36L22 /
| 2024-05-22 9:25:00 AM | Chg.-0.005 | Bid10:29:32 AM | Ask10:29:32 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.289EUR | -1.70% | 0.279 Bid Size: 10,000 |
0.340 Ask Size: 10,000 |
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: | -10.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.47 |
| Parity: | 0.22 |
| Time value: | 0.13 |
| Break-even: | 34.55 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 0.54 |
| Spread abs.: | 0.06 |
| Spread %: | 21.48% |
| Delta: | -0.61 |
| Theta: | -0.03 |
| Omega: | -6.32 |
| Rho: | -0.02 |
Quote data
| Open: | 0.286 |
|---|---|
| High: | 0.289 |
| Low: | 0.286 |
| Previous Close: | 0.294 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -9.40% | ||
|---|---|---|---|
| 1 Month | -61.42% | ||
| 3 Months | -63.32% | ||
| YTD | -39.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.319 | 0.290 |
|---|---|---|
| 1M High / 1M Low: | 0.810 | 0.290 |
| 6M High / 6M Low: | 1.310 | 0.290 |
| High (YTD): | 2024-03-18 | 1.310 |
| Low (YTD): | 2024-05-20 | 0.290 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.301 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.553 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.673 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 169.33% | |
| Volatility 6M: | 159.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
