EGB Put/AT&S 24-25/ AT0000A3ABS4 /
2024-10-07 3:25:00 PM | Chg.-0.019 | Bid4:37:05 PM | Ask4:37:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.212EUR | -8.23% | 0.208 Bid Size: 10,000 |
0.248 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... | 19.00 - | 2025-03-21 | Put |
Master data
WKN: | EB1F7T |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 19.00 - |
Maturity: | 2025-03-21 |
Issue date: | 2024-02-02 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -7.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.69 |
Historic volatility: | 0.44 |
Parity: | -0.17 |
Time value: | 0.27 |
Break-even: | 16.27 |
Moneyness: | 0.92 |
Premium: | 0.21 |
Premium p.a.: | 0.54 |
Spread abs.: | 0.04 |
Spread %: | 17.17% |
Delta: | -0.33 |
Theta: | -0.01 |
Omega: | -2.48 |
Rho: | -0.04 |
Quote data
Open: | 0.227 |
---|---|
High: | 0.230 |
Low: | 0.212 |
Previous Close: | 0.231 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -15.54% | ||
---|---|---|---|
1 Month | -48.42% | ||
3 Months | -30.72% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.265 | 0.231 |
---|---|---|
1M High / 1M Low: | 0.411 | 0.231 |
6M High / 6M Low: | 0.524 | 0.206 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.252 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.303 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.315 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 96.34% | |
Volatility 6M: | 102.43% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |