EGB Put/AT&S 24-25/ AT0000A3DN36 /
2024-07-26 5:25:00 PM | Chg.-0.020 | Bid5:28:53 PM | Ask5:28:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.462EUR | -4.15% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 20.00 EUR | 2025-06-20 | Put |
Master data
WKN: | EB1LVU |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 EUR |
Maturity: | 2025-06-20 |
Issue date: | 2024-06-19 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.86 |
Leverage: | Yes |
Calculated values
Fair value: | 0.31 |
---|---|
Intrinsic value: | 0.08 |
Implied volatility: | 0.68 |
Historic volatility: | 0.42 |
Parity: | 0.08 |
Time value: | 0.41 |
Break-even: | 15.04 |
Moneyness: | 1.04 |
Premium: | 0.22 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.04 |
Spread %: | 8.77% |
Delta: | -0.38 |
Theta: | -0.01 |
Omega: | -1.47 |
Rho: | -0.11 |
Quote data
Open: | 0.495 |
---|---|
High: | 0.495 |
Low: | 0.462 |
Previous Close: | 0.482 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +8.96% | ||
---|---|---|---|
1 Month | +33.53% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.482 | 0.429 |
---|---|---|
1M High / 1M Low: | 0.482 | 0.343 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.452 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.398 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 67.64% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |