Erste Bank Put 34 LEN 20.09.2024
/ AT0000A37S40
Erste Bank Put 34 LEN 20.09.2024/ AT0000A37S40 /
| 2024-05-22 9:16:46 AM |
Chg.-0.002 |
Bid1:59:15 PM |
Ask1:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.287EUR |
-0.69% |
0.289
Bid Size: 10,000 |
0.349
Ask Size: 10,000 |
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: |
-10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.47 |
| Parity: |
-0.19 |
| Time value: |
0.35 |
| Break-even: |
30.54 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.06 |
| Spread %: |
21.40% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-3.71 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.287 |
| High: |
0.287 |
| Low: |
0.287 |
| Previous Close: |
0.289 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-46.85% |
| 3 Months |
|
|
-50.09% |
| YTD |
|
|
-24.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.308 |
0.285 |
| 1M High / 1M Low: |
0.584 |
0.273 |
| 6M High / 6M Low: |
0.948 |
0.273 |
| High (YTD): |
2024-03-18 |
0.948 |
| Low (YTD): |
2024-05-14 |
0.273 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.293 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.20% |
| Volatility 6M: |
|
143.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
