EGB Put/LENZING 23-24/ AT0000A38YL2 /
| 7/25/2024 1:25:00 PM | Chg.+0.055 | Bid1:42:06 PM | Ask1:42:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.280EUR | +24.44% | 0.280 Bid Size: 10,000 |
0.340 Ask Size: 10,000 |
LENZING AG | 30.00 EUR | 12/20/2024 | 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: | 12/20/2024 |
| Issue date: | 12/21/2023 |
| Last trading day: | 12/17/2024 |
| 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 | +22.27% | ||
|---|---|---|---|
| 1 Month | +27.27% | ||
| 3 Months | -30.17% | ||
| YTD | +23.35% | ||
| 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): | 3/18/2024 | 0.627 |
| Low (YTD): | 6/13/2024 | 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: | - |
