EGB Put/AT&S 23-24/ AT0000A38Y58 /
03/09/2024 11:25:00 | Chg.-0.004 | Bid12:03:36 | Ask12:03:36 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.476EUR | -0.83% | 0.479 Bid Size: 10,000 |
0.519 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: | -3.55 |
Leverage: | Yes |
Calculated values
Fair value: | 0.40 |
---|---|
Intrinsic value: | 0.36 |
Implied volatility: | 0.76 |
Historic volatility: | 0.43 |
Parity: | 0.36 |
Time value: | 0.17 |
Break-even: | 16.80 |
Moneyness: | 1.19 |
Premium: | 0.09 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.04 |
Spread %: | 8.33% |
Delta: | -0.58 |
Theta: | -0.01 |
Omega: | -2.05 |
Rho: | -0.05 |
Quote data
Open: | 0.477 |
---|---|
High: | 0.477 |
Low: | 0.474 |
Previous Close: | 0.480 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -18.21% | ||
---|---|---|---|
1 Month | -21.19% | ||
3 Months | +23.00% | ||
YTD | +162.98% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.582 | 0.480 |
---|---|---|
1M High / 1M Low: | 0.728 | 0.480 |
6M High / 6M Low: | 0.728 | 0.267 |
High (YTD): | 09/08/2024 | 0.728 |
Low (YTD): | 02/01/2024 | 0.206 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.537 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.624 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.443 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.40% | |
Volatility 6M: | 112.31% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |