EGB Put/ANDRITZ 23-24/ AT0000A390U5 /
| 2024-11-07 1:25:00 PM | Chg.-0.014 | Bid1:52:06 PM | Ask1:52:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.078EUR | -15.22% | 0.079 Bid Size: 10,000 |
0.100 Ask Size: 10,000 |
ANDRITZ AG | 50.00 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F28 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -44.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | -0.25 |
| Time value: | 0.12 |
| Break-even: | 48.81 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.02 |
| Spread %: | 21.43% |
| Delta: | -0.30 |
| Theta: | -0.02 |
| Omega: | -13.24 |
| Rho: | -0.02 |
Quote data
| Open: | 0.083 |
|---|---|
| High: | 0.086 |
| Low: | 0.078 |
| Previous Close: | 0.092 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +36.84% | ||
|---|---|---|---|
| 1 Month | +310.53% | ||
| 3 Months | -38.58% | ||
| YTD | -73.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.092 | 0.055 |
|---|---|---|
| 1M High / 1M Low: | 0.092 | 0.013 |
| 6M High / 6M Low: | 0.244 | 0.011 |
| High (YTD): | 2024-01-05 | 0.378 |
| Low (YTD): | 2024-10-02 | 0.011 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.068 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.031 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.105 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 715.87% | |
| Volatility 6M: | 365.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
