EGB Put/ANDRITZ 23-24/ AT0000A390T7 /
| 7/26/2024 12:12:27 PM | Chg.+0.002 | Bid12:53:26 PM | Ask12:53:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.097EUR | +2.11% | 0.097 Bid Size: 10,000 |
0.118 Ask Size: 10,000 |
ANDRITZ AG | 48.00 EUR | 12/20/2024 | Put |
Master data
| WKN: | EB1F29 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 48.00 EUR |
| Maturity: | 12/20/2024 |
| Issue date: | 12/21/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -56.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.23 |
| Parity: | -0.93 |
| Time value: | 0.10 |
| Break-even: | 46.98 |
| Moneyness: | 0.84 |
| Premium: | 0.18 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.02 |
| Spread %: | 24.39% |
| Delta: | -0.15 |
| Theta: | -0.01 |
| Omega: | -8.51 |
| Rho: | -0.04 |
Quote data
| Open: | 0.094 |
|---|---|
| High: | 0.102 |
| Low: | 0.094 |
| Previous Close: | 0.095 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -18.49% | ||
|---|---|---|---|
| 1 Month | -3.96% | ||
| 3 Months | -59.24% | ||
| YTD | -58.37% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.119 | 0.095 |
|---|---|---|
| 1M High / 1M Low: | 0.119 | 0.093 |
| 6M High / 6M Low: | 0.238 | 0.071 |
| High (YTD): | 1/17/2024 | 0.304 |
| Low (YTD): | 6/12/2024 | 0.071 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.107 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.106 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.139 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.55% | |
| Volatility 6M: | 133.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
