EGB Put/AT&S 23-24/ AT0000A38Y58 /
| 27/06/2024 15:25:00 | Chg.-0.008 | Bid16:22:08 | Ask16:22:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.320EUR | -2.44% | 0.318 Bid Size: 10,000 |
0.358 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... | 22.00 - | 20/12/2024 | Put |
Master data
| WKN: | EB1F0Q |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 22.00 - |
| Maturity: | 20/12/2024 |
| Issue date: | 21/12/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.42 |
| Parity: | 0.01 |
| Time value: | 0.36 |
| Break-even: | 18.35 |
| Moneyness: | 1.00 |
| Premium: | 0.16 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.04 |
| Spread %: | 12.65% |
| Delta: | -0.40 |
| Theta: | -0.01 |
| Omega: | -2.40 |
| Rho: | -0.06 |
Quote data
| Open: | 0.328 |
|---|---|
| High: | 0.329 |
| Low: | 0.320 |
| Previous Close: | 0.328 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -2.74% | ||
|---|---|---|---|
| 1 Month | +9.22% | ||
| 3 Months | -27.77% | ||
| YTD | +76.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.336 | 0.328 |
|---|---|---|
| 1M High / 1M Low: | 0.391 | 0.293 |
| 6M High / 6M Low: | 0.617 | 0.181 |
| High (YTD): | 19/03/2024 | 0.617 |
| Low (YTD): | 02/01/2024 | 0.206 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.332 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.347 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.365 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.86% | |
| Volatility 6M: | 120.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
