EGB Put/ERSTE GROUP 24-25
/ AT0000A3DNE3
EGB Put/ERSTE GROUP 24-25/ AT0000A3DNE3 /
| 2024-07-31 9:25:00 AM |
Chg.-0.003 |
Bid10:47:09 AM |
Ask10:47:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
-1.37% |
0.222
Bid Size: 10,000 |
0.243
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
42.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
EB1LV1 |
| 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: |
2025-06-20 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-0.64 |
| Time value: |
0.24 |
| Break-even: |
39.60 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-4.76 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.217 |
| High: |
0.217 |
| Low: |
0.216 |
| Previous Close: |
0.219 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.29% |
| 1 Month |
|
|
-38.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.255 |
0.219 |
| 1M High / 1M Low: |
0.315 |
0.219 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.237 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
