EGB Put/AT&S 24-25/ AT0000A3ABT2 /
9/2/2024 5:25:00 PM | Chg.-0.031 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.422EUR | -6.84% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 20.00 - | 3/21/2025 | Put |
Master data
WKN: | EB1F7S |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 3/21/2025 |
Issue date: | 2/2/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.66 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.20 |
Implied volatility: | 0.74 |
Historic volatility: | 0.43 |
Parity: | 0.20 |
Time value: | 0.29 |
Break-even: | 15.09 |
Moneyness: | 1.11 |
Premium: | 0.16 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.04 |
Spread %: | 8.87% |
Delta: | -0.45 |
Theta: | -0.01 |
Omega: | -1.66 |
Rho: | -0.07 |
Quote data
Open: | 0.455 |
---|---|
High: | 0.458 |
Low: | 0.422 |
Previous Close: | 0.453 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -17.42% | ||
---|---|---|---|
1 Month | -17.25% | ||
3 Months | +25.97% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.511 | 0.453 |
---|---|---|
1M High / 1M Low: | 0.601 | 0.453 |
6M High / 6M Low: | 0.601 | 0.246 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.485 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.533 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.377 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 58.82% | |
Volatility 6M: | 96.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |