EGB Put/AT&S 23-24/ AT0000A37RR5 /
| 2024-07-26 5:25:00 PM | Chg.-0.036 | Bid5:28:53 PM | Ask5:28:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.369EUR | -8.89% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 22.00 - | 2024-09-20 | Put |
Master data
| WKN: | EB1FGG |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 22.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.75 |
| Historic volatility: | 0.42 |
| Parity: | 0.28 |
| Time value: | 0.11 |
| Break-even: | 18.02 |
| Moneyness: | 1.15 |
| Premium: | 0.06 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.04 |
| Spread %: | 11.48% |
| Delta: | -0.62 |
| Theta: | -0.02 |
| Omega: | -2.99 |
| Rho: | -0.02 |
Quote data
| Open: | 0.428 |
|---|---|
| High: | 0.428 |
| Low: | 0.369 |
| Previous Close: | 0.405 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +11.48% | ||
|---|---|---|---|
| 1 Month | +48.19% | ||
| 3 Months | +18.27% | ||
| YTD | +165.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.405 | 0.316 |
|---|---|---|
| 1M High / 1M Low: | 0.405 | 0.243 |
| 6M High / 6M Low: | 0.588 | 0.190 |
| High (YTD): | 2024-03-19 | 0.588 |
| Low (YTD): | 2024-01-02 | 0.163 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.354 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.302 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.332 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.71% | |
| Volatility 6M: | 139.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
