EGB Put/VERBUND 23-24/ AT0000A37TC3 /
| 2024-07-24 5:25:01 PM | Chg.-0.069 | Bid5:28:20 PM | Ask5:28:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.508EUR | -11.96% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 79.1632 EUR | 2024-09-20 | Put |
Master data
| WKN: | EB1FJE |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 79.16 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -12.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.37 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | 0.37 |
| Time value: | 0.23 |
| Break-even: | 73.32 |
| Moneyness: | 1.05 |
| Premium: | 0.03 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 3.50% |
| Delta: | -0.60 |
| Theta: | -0.03 |
| Omega: | -7.70 |
| Rho: | -0.08 |
Quote data
| Open: | 0.531 |
|---|---|
| High: | 0.534 |
| Low: | 0.508 |
| Previous Close: | 0.577 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -6.45% | ||
|---|---|---|---|
| 1 Month | -18.06% | ||
| 3 Months | -62.09% | ||
| YTD | -23.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.625 | 0.508 |
|---|---|---|
| 1M High / 1M Low: | 0.735 | 0.468 |
| 6M High / 6M Low: | 2.080 | 0.468 |
| High (YTD): | 2024-02-14 | 2.080 |
| Low (YTD): | 2024-07-12 | 0.468 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.562 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.569 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.149 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 171.72% | |
| Volatility 6M: | 124.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
