Erste Bank Put 28 LEN 20.12.2024
/ AT0000A38YK4
Erste Bank Put 28 LEN 20.12.2024/ AT0000A38YK4 /
2024-05-22 9:16:50 AM |
Chg.-0.001 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.151EUR |
-0.66% |
0.151 Bid Size: 10,000 |
0.212 Ask Size: 10,000 |
LENZING AG |
28.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
EB1F0X |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
LENZING AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.47 |
Parity: |
-0.79 |
Time value: |
0.21 |
Break-even: |
25.89 |
Moneyness: |
0.78 |
Premium: |
0.28 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.06 |
Spread %: |
40.67% |
Delta: |
-0.20 |
Theta: |
-0.01 |
Omega: |
-3.38 |
Rho: |
-0.05 |
Quote data
Open: |
0.151 |
High: |
0.151 |
Low: |
0.151 |
Previous Close: |
0.152 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.79% |
1 Month |
|
|
-46.07% |
3 Months |
|
|
-48.64% |
YTD |
|
|
-17.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.162 |
0.151 |
1M High / 1M Low: |
0.311 |
0.145 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-18 |
0.488 |
Low (YTD): |
2024-05-14 |
0.145 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.154 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |