Erste Bank Put 41.9946 LEN 21.06.2024
/ AT0000A34WC4
Erste Bank Put 41.9946 LEN 21.06..../ AT0000A34WC4 /
| 2024-05-22 5:00:02 PM |
Chg.+0.039 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+5.49% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
41.9946 - |
2024-06-21 |
Put |
Master data
| WKN: |
EB1ELH |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
41.99 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
8.75:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.47 |
| Parity: |
0.70 |
| Time value: |
0.06 |
| Break-even: |
35.29 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
8.65% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-4.22 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.716 |
| High: |
0.750 |
| Low: |
0.716 |
| Previous Close: |
0.711 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.69% |
| 1 Month |
|
|
-39.02% |
| 3 Months |
|
|
-43.61% |
| YTD |
|
|
-19.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.701 |
| 1M High / 1M Low: |
1.370 |
0.633 |
| 6M High / 6M Low: |
1.940 |
0.633 |
| High (YTD): |
2024-03-18 |
1.940 |
| Low (YTD): |
2024-05-14 |
0.633 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.162 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.58% |
| Volatility 6M: |
|
127.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
