EGB Put/ANDRITZ 24-25/ AT0000A3AED0 /
30/08/2024 09:15:12 | Chg.+0.005 | Bid09:15:12 | Ask09:15:12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.130EUR | +4.00% | 0.130 Bid Size: 10,000 |
0.151 Ask Size: 10,000 |
ANDRITZ AG | 50.00 EUR | 21/03/2025 | 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: | 21/03/2025 |
Issue date: | 02/02/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -37.06 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.24 |
Parity: | -0.86 |
Time value: | 0.16 |
Break-even: | 48.42 |
Moneyness: | 0.85 |
Premium: | 0.17 |
Premium p.a.: | 0.33 |
Spread abs.: | 0.02 |
Spread %: | 15.33% |
Delta: | -0.19 |
Theta: | -0.01 |
Omega: | -7.00 |
Rho: | -0.07 |
Quote data
Open: | 0.130 |
---|---|
High: | 0.130 |
Low: | 0.130 |
Previous Close: | 0.125 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -6.47% | ||
---|---|---|---|
1 Month | -15.03% | ||
3 Months | -48.41% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.139 | 0.125 |
---|---|---|
1M High / 1M Low: | 0.223 | 0.125 |
6M High / 6M Low: | 0.360 | 0.125 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.135 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.175 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.219 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 163.46% | |
Volatility 6M: | 118.65% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |