EGB Put/LENZING 23-24/ AT0000A38YL2 /
| 2024-05-16 9:25:00 AM | Chg.+0.007 | Bid9:58:12 AM | Ask9:58:12 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.224EUR | +3.23% | 0.215 Bid Size: 10,000 |
0.275 Ask Size: 10,000 |
LENZING AG | 30.00 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F0W |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -13.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.47 |
| Parity: | -0.58 |
| Time value: | 0.27 |
| Break-even: | 27.28 |
| Moneyness: | 0.84 |
| Premium: | 0.24 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.06 |
| Spread %: | 28.30% |
| Delta: | -0.25 |
| Theta: | -0.01 |
| Omega: | -3.24 |
| Rho: | -0.07 |
Quote data
| Open: | 0.223 |
|---|---|
| High: | 0.224 |
| Low: | 0.223 |
| Previous Close: | 0.217 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -6.67% | ||
|---|---|---|---|
| 1 Month | -37.60% | ||
| 3 Months | -39.95% | ||
| YTD | -1.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.242 | 0.211 |
|---|---|---|
| 1M High / 1M Low: | 0.411 | 0.211 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-18 | 0.627 |
| Low (YTD): | 2024-05-14 | 0.211 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.224 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.339 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 134.29% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
