Erste Bank Put 43.7443 LEN 21.06.2024
/ AT0000A34WD2
Erste Bank Put 43.7443 LEN 21.06..../ AT0000A34WD2 /
| 2024-05-22 5:00:02 PM |
Chg.+0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.948EUR |
+4.41% |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
43.7443 - |
2024-06-21 |
Put |
Master data
| WKN: |
EB1ELG |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
43.74 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
8.75:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.47 |
| Parity: |
0.90 |
| Time value: |
0.06 |
| Break-even: |
35.33 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
6.65% |
| Delta: |
-0.81 |
| Theta: |
-0.03 |
| Omega: |
-3.47 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.913 |
| High: |
0.948 |
| Low: |
0.913 |
| Previous Close: |
0.908 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.21% |
| 1 Month |
|
|
-35.51% |
| 3 Months |
|
|
-37.22% |
| YTD |
|
|
-13.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.896 |
| 1M High / 1M Low: |
1.570 |
0.818 |
| 6M High / 6M Low: |
2.140 |
0.818 |
| High (YTD): |
2024-03-18 |
2.140 |
| Low (YTD): |
2024-05-14 |
0.818 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.26% |
| Volatility 6M: |
|
113.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
