EGB Put/LENZING 23-24/ AT0000A36L22 /
| 2024-06-04 5:25:00 PM | Chg.+0.017 | Bid5:29:07 PM | Ask5:29:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.430EUR | +4.12% | - Bid Size: - |
- Ask Size: - |
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: | -7.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.46 |
| Parity: | 0.38 |
| Time value: | 0.07 |
| Break-even: | 33.49 |
| Moneyness: | 1.11 |
| Premium: | 0.02 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.06 |
| Spread %: | 15.64% |
| Delta: | -0.73 |
| Theta: | -0.05 |
| Omega: | -5.55 |
| Rho: | -0.01 |
Quote data
| Open: | 0.398 |
|---|---|
| High: | 0.453 |
| Low: | 0.398 |
| Previous Close: | 0.413 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +3.86% | ||
|---|---|---|---|
| 1 Month | -42.13% | ||
| 3 Months | -56.96% | ||
| YTD | -9.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.430 | 0.362 |
|---|---|---|
| 1M High / 1M Low: | 0.737 | 0.290 |
| 6M High / 6M Low: | 1.310 | 0.290 |
| High (YTD): | 2024-03-18 | 1.310 |
| Low (YTD): | 2024-05-22 | 0.290 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.398 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.383 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.661 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 228.71% | |
| Volatility 6M: | 167.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
