EGB Put/VERBUND 24-25/ AT0000A3ADC4 /
8/30/2024 5:25:00 PM | Chg.-0.027 | Bid5:29:29 PM | Ask5:29:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.349EUR | -7.18% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 69.2678 EUR | 3/21/2025 | Put |
Master data
WKN: | EB1F88 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Put |
Strike price: | 69.27 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: | -21.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.23 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.27 |
Parity: | -0.80 |
Time value: | 0.37 |
Break-even: | 65.64 |
Moneyness: | 0.90 |
Premium: | 0.15 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.02 |
Spread %: | 5.76% |
Delta: | -0.26 |
Theta: | -0.01 |
Omega: | -5.63 |
Rho: | -0.13 |
Quote data
Open: | 0.354 |
---|---|
High: | 0.354 |
Low: | 0.335 |
Previous Close: | 0.376 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +2.05% | ||
---|---|---|---|
1 Month | -19.95% | ||
3 Months | -33.27% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.376 | 0.325 |
---|---|---|
1M High / 1M Low: | 0.505 | 0.325 |
6M High / 6M Low: | 1.150 | 0.325 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.346 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.388 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.636 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 127.43% | |
Volatility 6M: | 99.70% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |