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: | - |