EGB Put/AT&S 23-24/ AT0000A36M96 /
| 2024-09-02 5:25:00 PM | Chg.-0.060 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.150EUR | -4.96% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 30.00 - | 2024-09-20 | Put |
Master data
| WKN: | EB1E0V |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -1.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.20 |
|---|---|
| Intrinsic value: | 1.20 |
| Implied volatility: | 1.90 |
| Historic volatility: | 0.43 |
| Parity: | 1.20 |
| Time value: | 0.05 |
| Break-even: | 17.50 |
| Moneyness: | 1.67 |
| Premium: | 0.03 |
| Premium p.a.: | 0.71 |
| Spread abs.: | 0.05 |
| Spread %: | 4.17% |
| Delta: | -0.84 |
| Theta: | -0.05 |
| Omega: | -1.21 |
| Rho: | -0.01 |
Quote data
| Open: | 1.220 |
|---|---|
| High: | 1.220 |
| Low: | 1.150 |
| Previous Close: | 1.210 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -11.54% | ||
|---|---|---|---|
| 1 Month | -12.21% | ||
| 3 Months | +23.52% | ||
| YTD | +126.82% | ||
| 1 Year | +212.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.300 | 1.210 |
|---|---|---|
| 1M High / 1M Low: | 1.470 | 1.210 |
| 6M High / 6M Low: | 1.470 | 0.753 |
| High (YTD): | 2024-08-09 | 1.470 |
| Low (YTD): | 2024-01-02 | 0.571 |
| 52W High: | 2024-08-09 | 1.470 |
| 52W Low: | 2023-09-06 | 0.373 |
| Avg. price 1W: | 1.258 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.346 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.066 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.855 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 38.08% | |
| Volatility 6M: | 76.03% | |
| Volatility 1Y: | 92.80% | |
| Volatility 3Y: | - |
