EGB Put/ANDRITZ 24-24/ AT0000A3AEB4 /
| 11/7/2024 5:25:00 PM | Chg.-0.053 | Bid5:27:57 PM | Ask5:27:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.264EUR | -16.72% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 55.00 EUR | 12/20/2024 | Put |
Master data
| WKN: | EB1GAC |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 55.00 EUR |
| Maturity: | 12/20/2024 |
| Issue date: | 2/2/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -14.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.25 |
| Time value: | 0.10 |
| Break-even: | 51.46 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.02 |
| Spread %: | 6.31% |
| Delta: | -0.64 |
| Theta: | -0.02 |
| Omega: | -9.53 |
| Rho: | -0.04 |
Quote data
| Open: | 0.295 |
|---|---|
| High: | 0.304 |
| Low: | 0.264 |
| Previous Close: | 0.317 |
| Turnover: | - |
| Market phase: | OP |
All quotes in EUR
Performance
| 1 Week | +35.38% | ||
|---|---|---|---|
| 1 Month | +380.00% | ||
| 3 Months | -9.90% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.317 | 0.195 |
|---|---|---|
| 1M High / 1M Low: | 0.317 | 0.044 |
| 6M High / 6M Low: | 0.443 | 0.044 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.254 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.112 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.226 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 847.31% | |
| Volatility 6M: | 380.51% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
