EGB Put/VERBUND 23-24/ AT0000A38ZY2 /
| 2024-11-08 9:25:00 AM | Chg.-0.031 | Bid11:10:26 AM | Ask11:10:26 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.361EUR | -7.91% | 0.366 Bid Size: 10,000 |
0.387 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: | -17.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.27 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.26 |
| Parity: | 0.27 |
| Time value: | 0.14 |
| Break-even: | 70.13 |
| Moneyness: | 1.04 |
| Premium: | 0.02 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.02 |
| Spread %: | 5.36% |
| Delta: | -0.62 |
| Theta: | -0.03 |
| Omega: | -10.93 |
| Rho: | -0.06 |
Quote data
| Open: | 0.361 |
|---|---|
| High: | 0.361 |
| Low: | 0.361 |
| Previous Close: | 0.392 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +42.69% | ||
|---|---|---|---|
| 1 Month | -15.65% | ||
| 3 Months | -15.26% | ||
| YTD | -37.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.392 | 0.220 |
|---|---|---|
| 1M High / 1M Low: | 0.428 | 0.150 |
| 6M High / 6M Low: | 0.873 | 0.150 |
| High (YTD): | 2024-02-14 | 1.700 |
| Low (YTD): | 2024-10-28 | 0.150 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.291 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.274 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.464 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 287.34% | |
| Volatility 6M: | 167.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
