EGB Put/LENZING 23-24/ AT0000A36L48 /
| 2024-05-23 9:15:12 AM | Chg.+0.009 | Bid9:15:12 AM | Ask9:15:12 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.486EUR | +1.89% | 0.486 Bid Size: 10,000 |
0.546 Ask Size: 10,000 |
LENZING AG | 38.00 - | 2024-09-20 | Put |
Master data
| WKN: | EB1EZS |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.47 |
| Parity: | 0.22 |
| Time value: | 0.33 |
| Break-even: | 32.57 |
| Moneyness: | 1.06 |
| Premium: | 0.09 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.06 |
| Spread %: | 12.42% |
| Delta: | -0.50 |
| Theta: | -0.02 |
| Omega: | -3.28 |
| Rho: | -0.08 |
Quote data
| Open: | 0.486 |
|---|---|
| High: | 0.486 |
| Low: | 0.486 |
| Previous Close: | 0.477 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -1.62% | ||
|---|---|---|---|
| 1 Month | -37.93% | ||
| 3 Months | -43.94% | ||
| YTD | -12.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.495 | 0.477 |
|---|---|---|
| 1M High / 1M Low: | 0.878 | 0.477 |
| 6M High / 6M Low: | 1.310 | 0.477 |
| High (YTD): | 2024-03-18 | 1.310 |
| Low (YTD): | 2024-05-22 | 0.477 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.489 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.666 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.749 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 111.18% | |
| Volatility 6M: | 121.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
