Erste Bank Put 34 LEN 21.06.2024
/ AT0000A37RZ8
Erste Bank Put 34 LEN 21.06.2024/ AT0000A37RZ8 /
| 2024-06-04 9:17:08 AM |
Chg.-0.010 |
Bid9:31:24 AM |
Ask9:31:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.116
Bid Size: 10,000 |
0.177
Ask Size: 10,000 |
LENZING AG |
34.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
EB1FGY |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.46 |
| Parity: |
-0.08 |
| Time value: |
0.16 |
| Break-even: |
32.44 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
2.78 |
| Spread abs.: |
0.06 |
| Spread %: |
62.50% |
| Delta: |
-0.40 |
| Theta: |
-0.05 |
| Omega: |
-8.98 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
-73.43% |
| 3 Months |
|
|
-80.84% |
| YTD |
|
|
-63.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.409 |
0.088 |
| 6M High / 6M Low: |
0.912 |
0.088 |
| High (YTD): |
2024-03-18 |
0.912 |
| Low (YTD): |
2024-05-14 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.385 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.74% |
| Volatility 6M: |
|
231.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
