EGB Put/AT&S 23-24/ AT0000A38Y41 /
| 2024-07-05 5:25:00 PM | Chg.+0.054 | Bid5:29:29 PM | Ask5:29:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.306EUR | +21.43% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 20.00 - | 2024-12-20 | Put |
Master data
| WKN: | EB1F0R |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.04 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.42 |
| Parity: | 0.04 |
| Time value: | 0.32 |
| Break-even: | 16.48 |
| Moneyness: | 1.02 |
| Premium: | 0.16 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.04 |
| Spread %: | 13.18% |
| Delta: | -0.41 |
| Theta: | -0.01 |
| Omega: | -2.30 |
| Rho: | -0.05 |
Quote data
| Open: | 0.273 |
|---|---|
| High: | 0.306 |
| Low: | 0.273 |
| Previous Close: | 0.252 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +26.97% | ||
|---|---|---|---|
| 1 Month | +27.50% | ||
| 3 Months | -10.26% | ||
| YTD | +140.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.306 | 0.237 |
|---|---|---|
| 1M High / 1M Low: | 0.306 | 0.205 |
| 6M High / 6M Low: | 0.468 | 0.150 |
| High (YTD): | 2024-03-19 | 0.468 |
| Low (YTD): | 2024-01-02 | 0.145 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.255 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.240 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.269 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.62% | |
| Volatility 6M: | 134.10% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
