EGB Put/LENZING 23-24/ AT0000A37S40 /
2024-05-16 5:25:00 PM | Chg.-0.009 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.296EUR | -2.95% | - Bid Size: - |
- Ask Size: - |
LENZING AG | 34.00 EUR | 2024-09-20 | Put |
Master data
WKN: | EB1FGT |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | LENZING AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 34.00 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2023-10-19 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -9.99 |
Leverage: | Yes |
Calculated values
Fair value: | 0.28 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.57 |
Historic volatility: | 0.47 |
Parity: | -0.18 |
Time value: | 0.36 |
Break-even: | 30.42 |
Moneyness: | 0.95 |
Premium: | 0.15 |
Premium p.a.: | 0.49 |
Spread abs.: | 0.06 |
Spread %: | 20.54% |
Delta: | -0.36 |
Theta: | -0.02 |
Omega: | -3.60 |
Rho: | -0.06 |
Quote data
Open: | 0.315 |
---|---|
High: | 0.317 |
Low: | 0.296 |
Previous Close: | 0.305 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -9.76% | ||
---|---|---|---|
1 Month | -46.76% | ||
3 Months | -47.33% | ||
YTD | -15.91% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.346 | 0.297 |
---|---|---|
1M High / 1M Low: | 0.613 | 0.297 |
6M High / 6M Low: | 0.950 | 0.259 |
High (YTD): | 2024-03-18 | 0.950 |
Low (YTD): | 2024-05-14 | 0.297 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.315 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.492 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.491 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 138.05% | |
Volatility 6M: | 141.08% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |