EGB Put/AT&S 24-25/ AT0000A3ABU0 /
2024-07-26 5:25:00 PM | Chg.-0.025 | Bid5:28:53 PM | Ask5:28:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.539EUR | -4.43% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 22.00 - | 2025-03-21 | Put |
Master data
WKN: | EB1F7R |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 22.00 - |
Maturity: | 2025-03-21 |
Issue date: | 2024-02-02 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.40 |
---|---|
Intrinsic value: | 0.28 |
Implied volatility: | 0.69 |
Historic volatility: | 0.42 |
Parity: | 0.28 |
Time value: | 0.29 |
Break-even: | 16.29 |
Moneyness: | 1.15 |
Premium: | 0.15 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.04 |
Spread %: | 7.74% |
Delta: | -0.47 |
Theta: | -0.01 |
Omega: | -1.58 |
Rho: | -0.10 |
Quote data
Open: | 0.580 |
---|---|
High: | 0.580 |
Low: | 0.539 |
Previous Close: | 0.564 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +8.67% | ||
---|---|---|---|
1 Month | +30.51% | ||
3 Months | +33.09% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.564 | 0.496 |
---|---|---|
1M High / 1M Low: | 0.564 | 0.409 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.525 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.472 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 67.40% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |