EGB Put/VERBUND 24-24/ AT0000A3AD80 /
2024-07-26 1:25:00 PM | Chg.+0.022 | Bid1:27:54 PM | Ask1:27:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.134EUR | +19.64% | 0.132 Bid Size: 10,000 |
0.152 Ask Size: 10,000 |
VERBUND AG INH... | 59.3724 EUR | 2024-12-20 | Put |
Master data
WKN: | EB1F9C |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Put |
Strike price: | 59.37 EUR |
Maturity: | 2024-12-20 |
Issue date: | 2024-02-02 |
Last trading day: | 2024-12-17 |
Ratio: | 9.89:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -56.21 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.26 |
Parity: | -1.53 |
Time value: | 0.13 |
Break-even: | 58.05 |
Moneyness: | 0.80 |
Premium: | 0.22 |
Premium p.a.: | 0.64 |
Spread abs.: | 0.02 |
Spread %: | 18.58% |
Delta: | -0.13 |
Theta: | -0.01 |
Omega: | -7.38 |
Rho: | -0.04 |
Quote data
Open: | 0.119 |
---|---|
High: | 0.142 |
Low: | 0.119 |
Previous Close: | 0.112 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +11.67% | ||
---|---|---|---|
1 Month | +0.75% | ||
3 Months | -62.88% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.120 | 0.100 |
---|---|---|
1M High / 1M Low: | 0.152 | 0.100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.110 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.117 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 128.14% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |