EGB Put/VERBUND 23-24/ AT0000A38ZX4 /
| 2024-07-26 12:12:26 PM | Chg.+0.161 | Bid12:48:43 PM | Ask12:48:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.952EUR | +20.35% | 0.930 Bid Size: 10,000 |
0.951 Ask Size: 10,000 |
VERBUND AG INH... | 79.1632 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F2J |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 79.16 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.26 |
| Parity: | 0.47 |
| Time value: | 0.35 |
| Break-even: | 71.08 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.02 |
| Spread %: | 2.51% |
| Delta: | -0.55 |
| Theta: | -0.02 |
| Omega: | -5.07 |
| Rho: | -0.20 |
Quote data
| Open: | 0.837 |
|---|---|
| High: | 0.968 |
| Low: | 0.837 |
| Previous Close: | 0.791 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +18.26% | ||
|---|---|---|---|
| 1 Month | +22.37% | ||
| 3 Months | -35.24% | ||
| YTD | +24.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.805 | 0.710 |
|---|---|---|
| 1M High / 1M Low: | 0.887 | 0.656 |
| 6M High / 6M Low: | 2.120 | 0.656 |
| High (YTD): | 2024-02-14 | 2.120 |
| Low (YTD): | 2024-07-05 | 0.656 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.765 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.751 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.255 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 117.60% | |
| Volatility 6M: | 95.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
