EGB Put/AT&S 23-24/ AT0000A38Y58 /
10/7/2024 5:25:00 PM | Chg.-0.033 | Bid5:25:23 PM | Ask5:25:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.264EUR | -11.11% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 22.00 - | 12/20/2024 | 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: | 12/20/2024 |
Issue date: | 12/21/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.23 |
---|---|
Intrinsic value: | 0.13 |
Implied volatility: | 0.73 |
Historic volatility: | 0.44 |
Parity: | 0.13 |
Time value: | 0.21 |
Break-even: | 18.61 |
Moneyness: | 1.06 |
Premium: | 0.10 |
Premium p.a.: | 0.61 |
Spread abs.: | 0.04 |
Spread %: | 13.38% |
Delta: | -0.50 |
Theta: | -0.02 |
Omega: | -3.06 |
Rho: | -0.03 |
Quote data
Open: | 0.289 |
---|---|
High: | 0.294 |
Low: | 0.264 |
Previous Close: | 0.297 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -19.76% | ||
---|---|---|---|
1 Month | -52.60% | ||
3 Months | -38.17% | ||
YTD | +45.86% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.357 | 0.297 |
---|---|---|
1M High / 1M Low: | 0.553 | 0.297 |
6M High / 6M Low: | 0.728 | 0.267 |
High (YTD): | 8/9/2024 | 0.728 |
Low (YTD): | 1/2/2024 | 0.206 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.332 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.402 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.428 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 117.11% | |
Volatility 6M: | 117.70% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |