EGB Put/CA IMMO 23-24/ AT0000A390Z4 /
| 2024-11-12 5:25:00 PM | Chg.-0.022 | Bid5:29:20 PM | Ask5:29:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.778EUR | -2.75% | - Bid Size: - |
- Ask Size: - |
CA Immobilien Anlage... | 30.00 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F3E |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | CA Immobilien Anlagen AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.80 |
| Implied volatility: | 0.77 |
| Historic volatility: | 0.28 |
| Parity: | 0.80 |
| Time value: | 0.02 |
| Break-even: | 21.80 |
| Moneyness: | 1.36 |
| Premium: | 0.01 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.02 |
| Spread %: | 3.02% |
| Delta: | -0.87 |
| Theta: | -0.01 |
| Omega: | -2.33 |
| Rho: | -0.03 |
Quote data
| Open: | 0.720 |
|---|---|
| High: | 0.778 |
| Low: | 0.720 |
| Previous Close: | 0.800 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -2.51% | ||
|---|---|---|---|
| 1 Month | +67.67% | ||
| 3 Months | +313.83% | ||
| YTD | +287.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.818 | 0.792 |
|---|---|---|
| 1M High / 1M Low: | 0.818 | 0.484 |
| 6M High / 6M Low: | 0.818 | 0.158 |
| High (YTD): | 2024-11-06 | 0.818 |
| Low (YTD): | 2024-08-28 | 0.158 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.803 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.648 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.357 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 69.49% | |
| Volatility 6M: | 152.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
