EGB Put/LENZING 24-24/ AT0000A3DNG8 /
| 12/11/2024 09:25:00 | Chg.+0.029 | Bid11:17:43 | Ask11:17:43 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.395EUR | +7.92% | 0.411 Bid Size: 10,000 |
0.472 Ask Size: 10,000 |
LENZING AG | 34.00 EUR | 20/12/2024 | Put |
Master data
| WKN: | EB1LWA |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | LENZING AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 34.00 EUR |
| Maturity: | 20/12/2024 |
| Issue date: | 19/06/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.44 |
| Parity: | 0.34 |
| Time value: | 0.10 |
| Break-even: | 29.66 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.06 |
| Spread %: | 15.12% |
| Delta: | -0.67 |
| Theta: | -0.02 |
| Omega: | -4.76 |
| Rho: | -0.03 |
Quote data
| Open: | 0.395 |
|---|---|
| High: | 0.395 |
| Low: | 0.395 |
| Previous Close: | 0.366 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +16.52% | ||
|---|---|---|---|
| 1 Month | +61.89% | ||
| 3 Months | -25.19% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.388 | 0.297 |
|---|---|---|
| 1M High / 1M Low: | 0.388 | 0.203 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.343 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.282 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 229.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
