EGB Put/AT&S 24-24/  AT0000A3CFR3  /

Wien OS
26/07/2024  17:25:00 Chg.-0.020 Bid17:28:53 Ask17:28:53 Underlying Strike price Expiration date Option type
0.127EUR -13.61% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 18.00 EUR 20/09/2024 Put
 

Master data

WKN: EB1LER
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 18.00 EUR
Maturity: 20/09/2024
Issue date: 18/04/2024
Last trading day: 17/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.83
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.42
Parity: -0.12
Time value: 0.16
Break-even: 16.38
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 1.46
Spread abs.: 0.04
Spread %: 33.88%
Delta: -0.35
Theta: -0.02
Omega: -4.18
Rho: -0.01
 

Quote data

Open: 0.159
High: 0.159
Low: 0.127
Previous Close: 0.147
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.48%
1 Month  
+51.19%
3 Months  
+8.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.147 0.108
1M High / 1M Low: 0.147 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -