EGB Put/AT&S 23-24/  AT0000A38Y41  /

Wien OS
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:   -