EGB Put/CA IMMO 23-24/ AT0000A390Y7 /
2024-07-26 5:25:00 PM | Chg.+0.027 | Bid5:25:18 PM | Ask5:25:18 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.218EUR | +14.14% | - Bid Size: - |
- Ask Size: - |
CA Immobilien Anlage... | 28.00 EUR | 2024-12-20 | Put |
Master data
WKN: | EB1F3F |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | CA Immobilien Anlagen AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 28.00 EUR |
Maturity: | 2024-12-20 |
Issue date: | 2023-12-21 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -12.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.45 |
Historic volatility: | 0.16 |
Parity: | -0.18 |
Time value: | 0.23 |
Break-even: | 25.70 |
Moneyness: | 0.94 |
Premium: | 0.14 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.02 |
Spread %: | 8.49% |
Delta: | -0.34 |
Theta: | -0.01 |
Omega: | -4.42 |
Rho: | -0.05 |
Quote data
Open: | 0.193 |
---|---|
High: | 0.218 |
Low: | 0.193 |
Previous Close: | 0.191 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +20.44% | ||
---|---|---|---|
1 Month | +54.61% | ||
3 Months | +17.84% | ||
YTD | +57.97% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.218 | 0.176 |
---|---|---|
1M High / 1M Low: | 0.218 | 0.141 |
6M High / 6M Low: | 0.245 | 0.109 |
High (YTD): | 2024-02-07 | 0.245 |
Low (YTD): | 2024-04-02 | 0.109 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.189 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.173 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.171 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 104.13% | |
Volatility 6M: | 107.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |