EGB Put/AT&S 23-24/ AT0000A38Y66 /
26/07/2024 17:25:00 | Chg.-0.034 | Bid17:28:53 | Ask17:28:53 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.620EUR | -5.20% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 24.00 - | 20/12/2024 | Put |
Master data
WKN: | EB1F0P |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 24.00 - |
Maturity: | 20/12/2024 |
Issue date: | 21/12/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -2.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.52 |
---|---|
Intrinsic value: | 0.48 |
Implied volatility: | 0.72 |
Historic volatility: | 0.42 |
Parity: | 0.48 |
Time value: | 0.16 |
Break-even: | 17.52 |
Moneyness: | 1.25 |
Premium: | 0.09 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.04 |
Spread %: | 6.58% |
Delta: | -0.59 |
Theta: | -0.01 |
Omega: | -1.76 |
Rho: | -0.07 |
Quote data
Open: | 0.677 |
---|---|
High: | 0.677 |
Low: | 0.620 |
Previous Close: | 0.654 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +9.35% | ||
---|---|---|---|
1 Month | +33.33% | ||
3 Months | +28.63% | ||
YTD | +148.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.654 | 0.562 |
---|---|---|
1M High / 1M Low: | 0.654 | 0.460 |
6M High / 6M Low: | 0.784 | 0.327 |
High (YTD): | 19/03/2024 | 0.784 |
Low (YTD): | 02/01/2024 | 0.283 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.602 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.534 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.519 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 87.48% | |
Volatility 6M: | 98.52% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |