EGB Put/VERBUND 24-25/ AT0000A3DNM6 /
04/10/2024 17:25:00 | Chg.-0.033 | Bid17:27:14 | Ask17:27:14 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.569EUR | -5.48% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 75.00 EUR | 21/03/2025 | Put |
Master data
WKN: | EB1LWC |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Put |
Strike price: | 75.00 EUR |
Maturity: | 21/03/2025 |
Issue date: | 19/06/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -12.56 |
Leverage: | Yes |
Calculated values
Fair value: | 0.53 |
---|---|
Intrinsic value: | 0.13 |
Implied volatility: | 0.29 |
Historic volatility: | 0.26 |
Parity: | 0.13 |
Time value: | 0.46 |
Break-even: | 69.13 |
Moneyness: | 1.02 |
Premium: | 0.06 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.02 |
Spread %: | 3.71% |
Delta: | -0.46 |
Theta: | -0.01 |
Omega: | -5.83 |
Rho: | -0.18 |
Quote data
Open: | 0.608 |
---|---|
High: | 0.608 |
Low: | 0.569 |
Previous Close: | 0.602 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +4.98% | ||
---|---|---|---|
1 Month | +9.63% | ||
3 Months | +11.35% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.602 | 0.561 |
---|---|---|
1M High / 1M Low: | 0.673 | 0.463 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.586 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.576 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 111.03% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |