EGB Put/CA IMMO 23-24/ AT0000A390Z4 /
| 07/10/2024 13:25:00 | Chg.+0.011 | Bid13:25:00 | Ask13:25:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.430EUR | +2.63% | 0.430 Bid Size: 10,000 |
0.451 Ask Size: 10,000 |
CA Immobilien Anlage... | 30.00 EUR | 20/12/2024 | 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: | 20/12/2024 |
| Issue date: | 21/12/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.28 |
| Parity: | 0.32 |
| Time value: | 0.12 |
| Break-even: | 25.65 |
| Moneyness: | 1.12 |
| Premium: | 0.04 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.02 |
| Spread %: | 4.82% |
| Delta: | -0.64 |
| Theta: | -0.01 |
| Omega: | -3.92 |
| Rho: | -0.04 |
Quote data
| Open: | 0.408 |
|---|---|
| High: | 0.430 |
| Low: | 0.408 |
| Previous Close: | 0.419 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -9.66% | ||
|---|---|---|---|
| 1 Month | -15.19% | ||
| 3 Months | +80.67% | ||
| YTD | +113.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.476 | 0.419 |
|---|---|---|
| 1M High / 1M Low: | 0.746 | 0.419 |
| 6M High / 6M Low: | 0.746 | 0.158 |
| High (YTD): | 26/09/2024 | 0.746 |
| Low (YTD): | 28/08/2024 | 0.158 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.437 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.521 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.284 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 194.91% | |
| Volatility 6M: | 151.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
