EGB Put/VERBUND 23-24/ AT0000A38ZY2 /
| 2024-07-26 12:12:26 PM | Chg.+0.118 | Bid12:48:43 PM | Ask12:48:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.643EUR | +22.48% | 0.626 Bid Size: 10,000 |
0.647 Ask Size: 10,000 |
VERBUND AG INH... | 74.2155 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F2H |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 74.22 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: | -13.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | -0.03 |
| Time value: | 0.55 |
| Break-even: | 68.78 |
| Moneyness: | 1.00 |
| Premium: | 0.08 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 3.97% |
| Delta: | -0.42 |
| Theta: | -0.02 |
| Omega: | -5.80 |
| Rho: | -0.15 |
Quote data
| Open: | 0.558 |
|---|---|
| High: | 0.655 |
| Low: | 0.558 |
| Previous Close: | 0.525 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +19.30% | ||
|---|---|---|---|
| 1 Month | +21.09% | ||
| 3 Months | -42.07% | ||
| YTD | +12.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.539 | 0.468 |
|---|---|---|
| 1M High / 1M Low: | 0.610 | 0.440 |
| 6M High / 6M Low: | 1.700 | 0.440 |
| High (YTD): | 2024-02-14 | 1.700 |
| Low (YTD): | 2024-07-05 | 0.440 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.508 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.505 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.940 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.42% | |
| Volatility 6M: | 104.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
