EGB Put/AT&S 23-24/ AT0000A38Y41 /
| 26/07/2024 17:25:00 | Chg.-0.025 | Bid17:28:53 | Ask17:28:53 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.334EUR | -6.96% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 20.00 - | 20/12/2024 | 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: | 20/12/2024 |
| Issue date: | 21/12/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.42 |
| Parity: | 0.08 |
| Time value: | 0.28 |
| Break-even: | 16.33 |
| Moneyness: | 1.04 |
| Premium: | 0.15 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.04 |
| Spread %: | 12.58% |
| Delta: | -0.44 |
| Theta: | -0.01 |
| Omega: | -2.29 |
| Rho: | -0.05 |
Quote data
| Open: | 0.375 |
|---|---|
| High: | 0.375 |
| Low: | 0.334 |
| Previous Close: | 0.359 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +10.23% | ||
|---|---|---|---|
| 1 Month | +38.59% | ||
| 3 Months | +32.02% | ||
| YTD | +162.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.359 | 0.298 |
|---|---|---|
| 1M High / 1M Low: | 0.359 | 0.237 |
| 6M High / 6M Low: | 0.468 | 0.160 |
| High (YTD): | 19/03/2024 | 0.468 |
| Low (YTD): | 02/01/2024 | 0.145 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.324 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.283 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.283 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 110.24% | |
| Volatility 6M: | 120.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
