EGB Put/LENZING 23-24/ AT0000A36L55 /
| 2024-05-23 9:25:00 AM | Chg.+0.023 | Bid10:41:39 AM | Ask10:41:39 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.626EUR | +3.81% | 0.611 Bid Size: 10,000 |
0.671 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: | -5.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.47 |
| Parity: | 0.43 |
| Time value: | 0.23 |
| Break-even: | 33.42 |
| Moneyness: | 1.12 |
| Premium: | 0.06 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.06 |
| Spread %: | 10.22% |
| Delta: | -0.58 |
| Theta: | -0.01 |
| Omega: | -3.13 |
| Rho: | -0.09 |
Quote data
| Open: | 0.614 |
|---|---|
| High: | 0.626 |
| Low: | 0.614 |
| Previous Close: | 0.603 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +1.29% | ||
|---|---|---|---|
| 1 Month | -33.26% | ||
| 3 Months | -38.63% | ||
| YTD | -7.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.619 | 0.603 |
|---|---|---|
| 1M High / 1M Low: | 1.040 | 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: | 0.613 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.808 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.898 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.87% | |
| Volatility 6M: | 112.51% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
