EGB Put/LENZING 23-24/  AT0000A38YL2  /

Wien OS
25/07/2024  15:25:00 Chg.+0.039 Bid17:13:58 Ask17:13:58 Underlying Strike price Expiration date Option type
0.264EUR +17.33% 0.248
Bid Size: 10,000
0.309
Ask Size: 10,000
LENZING AG 30.00 EUR 20/12/2024 Put
 

Master data

WKN: EB1F0W
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Put
Strike price: 30.00 EUR
Maturity: 20/12/2024
Issue date: 21/12/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.87
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.45
Parity: -0.34
Time value: 0.28
Break-even: 27.19
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.52
Spread abs.: 0.06
Spread %: 27.15%
Delta: -0.30
Theta: -0.01
Omega: -3.59
Rho: -0.05
 

Quote data

Open: 0.240
High: 0.296
Low: 0.240
Previous Close: 0.225
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+15.28%
1 Month  
+20.00%
3 Months
  -34.16%
YTD  
+16.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.238 0.224
1M High / 1M Low: 0.262 0.215
6M High / 6M Low: 0.627 0.178
High (YTD): 18/03/2024 0.627
Low (YTD): 13/06/2024 0.178
52W High: - -
52W Low: - -
Avg. price 1W:   0.229
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.62%
Volatility 6M:   146.14%
Volatility 1Y:   -
Volatility 3Y:   -