EGB Put/ANDRITZ 24-25/  AT0000A3AED0  /

Wien OS
2024-07-25  5:25:00 PM Chg.-0.019 Bid5:28:00 PM Ask5:28:00 PM Underlying Strike price Expiration date Option type
0.187EUR -9.22% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 50.00 EUR 2025-03-21 Put
 

Master data

WKN: EB1GAA
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.76
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.62
Time value: 0.22
Break-even: 47.82
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 10.10%
Delta: -0.24
Theta: -0.01
Omega: -6.22
Rho: -0.10
 

Quote data

Open: 0.206
High: 0.206
Low: 0.187
Previous Close: 0.206
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.43%
1 Month
  -1.06%
3 Months
  -38.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.205
1M High / 1M Low: 0.220 0.176
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.211
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -