EGB Put/VERBUND 24-25/ AT0000A3ADB6 /
8/30/2024 5:25:00 PM | Chg.-0.018 | Bid5:29:29 PM | Ask5:29:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.215EUR | -7.73% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 64.3201 EUR | 3/21/2025 | Put |
Master data
WKN: | EB1F89 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Put |
Strike price: | 64.32 EUR |
Maturity: | 3/21/2025 |
Issue date: | 2/2/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 9.89:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -33.48 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.27 |
Parity: | -1.30 |
Time value: | 0.23 |
Break-even: | 62.02 |
Moneyness: | 0.83 |
Premium: | 0.20 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.02 |
Spread %: | 9.39% |
Delta: | -0.18 |
Theta: | -0.01 |
Omega: | -6.15 |
Rho: | -0.09 |
Quote data
Open: | 0.218 |
---|---|
High: | 0.218 |
Low: | 0.205 |
Previous Close: | 0.233 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +1.90% | ||
---|---|---|---|
1 Month | -24.03% | ||
3 Months | -41.10% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.233 | 0.199 |
---|---|---|
1M High / 1M Low: | 0.330 | 0.199 |
6M High / 6M Low: | 0.841 | 0.199 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.213 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.245 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.445 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 137.69% | |
Volatility 6M: | 106.45% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |