EGB Put/LENZING 23-24/ AT0000A36L30 /
| 2024-05-17 5:25:00 PM | Chg.+0.001 | Bid5:25:01 PM | Ask5:25:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.388EUR | +0.26% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 36.00 - | 2024-09-20 | Put |
Master data
| WKN: | EB1EZT |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 36.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.47 |
| Parity: | 0.02 |
| Time value: | 0.43 |
| Break-even: | 31.54 |
| Moneyness: | 1.01 |
| Premium: | 0.12 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.06 |
| Spread %: | 15.84% |
| Delta: | -0.43 |
| Theta: | -0.02 |
| Omega: | -3.42 |
| Rho: | -0.07 |
Quote data
| Open: | 0.384 |
|---|---|
| High: | 0.390 |
| Low: | 0.382 |
| Previous Close: | 0.387 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -13.20% | ||
|---|---|---|---|
| 1 Month | -44.96% | ||
| 3 Months | -43.69% | ||
| YTD | -13.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.398 | 0.387 |
|---|---|---|
| 1M High / 1M Low: | 0.755 | 0.387 |
| 6M High / 6M Low: | 1.120 | 0.330 |
| High (YTD): | 2024-03-18 | 1.120 |
| Low (YTD): | 2024-05-16 | 0.387 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.390 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.585 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.612 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.99% | |
| Volatility 6M: | 130.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
