EGB Put/VOESTALPINE 23-24/  AT0000A38YQ1  /

Wien OS
6/28/2024  5:25:00 PM Chg.-0.002 Bid5:25:00 PM Ask5:25:00 PM Underlying Strike price Expiration date Option type
0.093EUR -2.11% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 22.00 EUR 12/20/2024 Put
 

Master data

WKN: EB1F07
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 22.00 EUR
Maturity: 12/20/2024
Issue date: 12/21/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.93
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -0.32
Time value: 0.12
Break-even: 20.85
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 22.34%
Delta: -0.24
Theta: -0.01
Omega: -5.32
Rho: -0.03
 

Quote data

Open: 0.092
High: 0.093
Low: 0.090
Previous Close: 0.095
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month  
+13.41%
3 Months
  -26.77%
YTD
  -32.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.085
1M High / 1M Low: 0.110 0.076
6M High / 6M Low: 0.188 0.072
High (YTD): 2/14/2024 0.188
Low (YTD): 5/28/2024 0.072
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.44%
Volatility 6M:   108.93%
Volatility 1Y:   -
Volatility 3Y:   -