EGB Put/LENZING 23-24/ AT0000A34WC4 /
| 2024-05-23 9:15:12 AM | Chg.+0.022 | Bid9:15:12 AM | Ask9:15:12 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.755EUR | +3.00% | 0.755 Bid Size: 10,000 |
0.816 Ask Size: 10,000 |
LENZING AG | 41.9946 - | 2024-06-21 | Put |
Master data
| WKN: | EB1ELH |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 41.99 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-05-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 8.75:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.70 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.47 |
| Parity: | 0.70 |
| Time value: | 0.06 |
| Break-even: | 35.29 |
| Moneyness: | 1.17 |
| Premium: | 0.02 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.06 |
| Spread %: | 8.65% |
| Delta: | -0.79 |
| Theta: | -0.03 |
| Omega: | -4.22 |
| Rho: | -0.03 |
Quote data
| Open: | 0.755 |
|---|---|
| High: | 0.755 |
| Low: | 0.755 |
| Previous Close: | 0.733 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +5.01% | ||
|---|---|---|---|
| 1 Month | -38.11% | ||
| 3 Months | -43.23% | ||
| YTD | -12.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.733 | 0.711 |
|---|---|---|
| 1M High / 1M Low: | 1.370 | 0.711 |
| 6M High / 6M Low: | 1.950 | 0.711 |
| High (YTD): | 2024-03-18 | 1.950 |
| Low (YTD): | 2024-05-20 | 0.711 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.722 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.019 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.160 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.50% | |
| Volatility 6M: | 123.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
