EGB Put/VERBUND 23-24/ AT0000A38ZZ9 /
| 2024-07-26 1:25:00 PM | Chg.+0.063 | Bid1:27:54 PM | Ask1:27:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.393EUR | +19.09% | 0.388 Bid Size: 10,000 |
0.409 Ask Size: 10,000 |
VERBUND AG INH... | 69.2678 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F2G |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 69.27 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: | -21.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.26 |
| Parity: | -0.53 |
| Time value: | 0.35 |
| Break-even: | 65.78 |
| Moneyness: | 0.93 |
| Premium: | 0.12 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.02 |
| Spread %: | 6.01% |
| Delta: | -0.30 |
| Theta: | -0.02 |
| Omega: | -6.48 |
| Rho: | -0.11 |
Quote data
| Open: | 0.351 |
|---|---|
| High: | 0.417 |
| Low: | 0.351 |
| Previous Close: | 0.330 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +14.91% | ||
|---|---|---|---|
| 1 Month | +13.26% | ||
| 3 Months | -50.44% | ||
| YTD | -6.65% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.342 | 0.293 |
|---|---|---|
| 1M High / 1M Low: | 0.400 | 0.282 |
| 6M High / 6M Low: | 1.330 | 0.282 |
| High (YTD): | 2024-02-14 | 1.330 |
| Low (YTD): | 2024-07-05 | 0.282 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.320 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.323 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.680 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.16% | |
| Volatility 6M: | 112.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
