EGB Put/AT&S 23-24/ AT0000A38Y58 /
| 03/09/2024 15:25:00 | Chg.+0.031 | Bid17:10:00 | Ask17:10:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.511EUR | +6.46% | 0.531 Bid Size: 10,000 |
0.571 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: | 0.511 |
| Low: | 0.474 |
| Previous Close: | 0.480 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -12.20% | ||
|---|---|---|---|
| 1 Month | -15.40% | ||
| 3 Months | +32.04% | ||
| YTD | +182.32% | ||
| 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: | - |
