EGB Put/AT&S 24-24/ AT0000A3CFT9 /
6/28/2024 5:25:00 PM | Chg.+0.009 | Bid5:28:25 PM | Ask5:28:25 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.127EUR | +7.63% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 17.00 EUR | 12/20/2024 | Put |
Master data
WKN: | EB1LEP |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 17.00 EUR |
Maturity: | 12/20/2024 |
Issue date: | 4/18/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -13.15 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.68 |
Historic volatility: | 0.42 |
Parity: | -0.46 |
Time value: | 0.16 |
Break-even: | 15.36 |
Moneyness: | 0.79 |
Premium: | 0.29 |
Premium p.a.: | 0.70 |
Spread abs.: | 0.04 |
Spread %: | 32.26% |
Delta: | -0.22 |
Theta: | -0.01 |
Omega: | -2.88 |
Rho: | -0.03 |
Quote data
Open: | 0.123 |
---|---|
High: | 0.130 |
Low: | 0.123 |
Previous Close: | 0.118 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +0.79% | ||
---|---|---|---|
1 Month | -5.93% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.127 | 0.118 |
---|---|---|
1M High / 1M Low: | 0.145 | 0.101 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.122 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.125 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 127.37% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |