EGB Put/ERSTE GROUP 24-25
/ AT0000A3DNC7
EGB Put/ERSTE GROUP 24-25/ AT0000A3DNC7 /
14/08/2024 17:25:00 |
Chg.-0.019 |
Bid17:25:03 |
Ask17:25:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.137EUR |
-12.18% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
42.00 - |
21/03/2025 |
Put |
Master data
WKN: |
EB1LV3 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42.00 - |
Maturity: |
21/03/2025 |
Issue date: |
19/06/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-26.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
-0.41 |
Time value: |
0.18 |
Break-even: |
40.24 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
13.55% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-6.84 |
Rho: |
-0.08 |
Quote data
Open: |
0.155 |
High: |
0.155 |
Low: |
0.137 |
Previous Close: |
0.156 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.84% |
1 Month |
|
|
-11.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.175 |
0.154 |
1M High / 1M Low: |
0.210 |
0.119 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.161 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |