EGB Put/VERBUND 23-24/ AT0000A38ZZ9 /
2024-07-05 1:25:00 PM | Chg.-0.017 | Bid1:26:00 PM | Ask1:26:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.297EUR | -5.41% | 0.296 Bid Size: 10,000 |
0.316 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: | -23.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.27 |
Parity: | -0.76 |
Time value: | 0.33 |
Break-even: | 65.96 |
Moneyness: | 0.90 |
Premium: | 0.14 |
Premium p.a.: | 0.33 |
Spread abs.: | 0.02 |
Spread %: | 6.71% |
Delta: | -0.27 |
Theta: | -0.02 |
Omega: | -6.17 |
Rho: | -0.11 |
Quote data
Open: | 0.296 |
---|---|
High: | 0.297 |
Low: | 0.291 |
Previous Close: | 0.314 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -25.75% | ||
---|---|---|---|
1 Month | -21.43% | ||
3 Months | -70.15% | ||
YTD | -29.45% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.400 | 0.314 |
---|---|---|
1M High / 1M Low: | 0.436 | 0.314 |
6M High / 6M Low: | 1.330 | 0.314 |
High (YTD): | 2024-02-14 | 1.330 |
Low (YTD): | 2024-07-04 | 0.314 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.349 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.375 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.708 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 105.11% | |
Volatility 6M: | 114.17% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |