EGB Put/AT&S 24-25/ AT0000A3DN28 /
07/10/2024 13:25:00 | Chg.-0.010 | Bid15:13:49 | Ask15:13:49 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.289EUR | -3.34% | 0.284 Bid Size: 10,000 |
0.324 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... | 19.00 EUR | 20/06/2025 | Put |
Master data
WKN: | EB1LVV |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 19.00 EUR |
Maturity: | 20/06/2025 |
Issue date: | 19/06/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.68 |
Historic volatility: | 0.44 |
Parity: | -0.17 |
Time value: | 0.34 |
Break-even: | 15.60 |
Moneyness: | 0.92 |
Premium: | 0.25 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.04 |
Spread %: | 13.33% |
Delta: | -0.32 |
Theta: | -0.01 |
Omega: | -1.93 |
Rho: | -0.07 |
Quote data
Open: | 0.295 |
---|---|
High: | 0.298 |
Low: | 0.289 |
Previous Close: | 0.299 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -9.12% | ||
---|---|---|---|
1 Month | -39.29% | ||
3 Months | -16.23% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.331 | 0.299 |
---|---|---|
1M High / 1M Low: | 0.475 | 0.299 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.319 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.371 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 80.29% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |