EGB Put/AT&S 24-24/  AT0000A3CFQ5  /

Wien OS
7/26/2024  5:25:00 PM Chg.-0.015 Bid5:28:53 PM Ask5:28:53 PM Underlying Strike price Expiration date Option type
0.091EUR -14.15% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 17.00 EUR 9/20/2024 Put
 

Master data

WKN: EB1LES
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: 9/20/2024
Issue date: 4/18/2024
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.09
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.42
Parity: -0.22
Time value: 0.13
Break-even: 15.73
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 1.98
Spread abs.: 0.04
Spread %: 47.67%
Delta: -0.29
Theta: -0.02
Omega: -4.35
Rho: -0.01
 

Quote data

Open: 0.115
High: 0.115
Low: 0.091
Previous Close: 0.106
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+51.67%
3 Months  
+3.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.106 0.077
1M High / 1M Low: 0.106 0.056
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -