EGB Put/LENZING 23-24/ AT0000A36L55 /
| 2024-06-04 3:25:00 PM | Chg.+0.024 | Bid5:01:59 PM | Ask5:01:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.718EUR | +3.46% | 0.721 Bid Size: 10,000 |
0.782 Ask Size: 10,000 |
LENZING AG | 40.00 - | 2024-09-20 | Put |
Master data
| WKN: | EB1EZR |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.46 |
| Parity: | 0.58 |
| Time value: | 0.16 |
| Break-even: | 32.62 |
| Moneyness: | 1.17 |
| Premium: | 0.05 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.06 |
| Spread %: | 9.01% |
| Delta: | -0.64 |
| Theta: | -0.01 |
| Omega: | -2.99 |
| Rho: | -0.09 |
Quote data
| Open: | 0.683 |
|---|---|
| High: | 0.738 |
| Low: | 0.683 |
| Previous Close: | 0.694 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +10.29% | ||
|---|---|---|---|
| 1 Month | -27.47% | ||
| 3 Months | -36.46% | ||
| YTD | +5.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.695 | 0.651 |
|---|---|---|
| 1M High / 1M Low: | 0.980 | 0.603 |
| 6M High / 6M Low: | 1.510 | 0.590 |
| High (YTD): | 2024-03-18 | 1.510 |
| Low (YTD): | 2024-05-22 | 0.603 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.671 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.679 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.893 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.18% | |
| Volatility 6M: | 113.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
