EGB Put/AT&S 23-24/ AT0000A38Y41 /
| 9/2/2024 5:25:00 PM | Chg.-0.035 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.336EUR | -9.43% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 20.00 - | 12/20/2024 | 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: | 12/20/2024 |
| Issue date: | 12/21/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.43 |
| Parity: | 0.20 |
| Time value: | 0.22 |
| Break-even: | 15.83 |
| Moneyness: | 1.11 |
| Premium: | 0.12 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.04 |
| Spread %: | 10.61% |
| Delta: | -0.50 |
| Theta: | -0.01 |
| Omega: | -2.18 |
| Rho: | -0.04 |
Quote data
| Open: | 0.373 |
|---|---|
| High: | 0.377 |
| Low: | 0.336 |
| Previous Close: | 0.371 |
| Turnover: | - |
| Market phase: | OP |
All quotes in EUR
Performance
| 1 Week | -20.94% | ||
|---|---|---|---|
| 1 Month | -25.00% | ||
| 3 Months | +17.89% | ||
| YTD | +164.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.425 | 0.336 |
|---|---|---|
| 1M High / 1M Low: | 0.556 | 0.336 |
| 6M High / 6M Low: | 0.556 | 0.195 |
| High (YTD): | 8/9/2024 | 0.556 |
| Low (YTD): | 1/2/2024 | 0.145 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.386 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.463 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.321 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.46% | |
| Volatility 6M: | 125.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
