Erste Bank Put 38 LEN 21.06.2024
/ AT0000A36L22
Erste Bank Put 38 LEN 21.06.2024/ AT0000A36L22 /
| 2024-05-22 9:16:22 AM |
Chg.-0.002 |
Bid4:35:45 PM |
Ask4:35:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.289EUR |
-0.69% |
0.305
Bid Size: 10,000 |
0.365
Ask Size: 10,000 |
LENZING AG |
38.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
EB1EZU |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
0.22 |
| Time value: |
0.13 |
| Break-even: |
34.55 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.06 |
| Spread %: |
21.48% |
| Delta: |
-0.61 |
| Theta: |
-0.03 |
| Omega: |
-6.32 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.289 |
| High: |
0.289 |
| Low: |
0.289 |
| Previous Close: |
0.291 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.08% |
| 1 Month |
|
|
-61.21% |
| 3 Months |
|
|
-63.51% |
| YTD |
|
|
-44.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.325 |
0.284 |
| 1M High / 1M Low: |
0.810 |
0.255 |
| 6M High / 6M Low: |
1.300 |
0.255 |
| High (YTD): |
2024-03-18 |
1.300 |
| Low (YTD): |
2024-05-14 |
0.255 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.297 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.675 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.83% |
| Volatility 6M: |
|
165.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
