EGB Put/VOESTALPINE 23-24
/ AT0000A38YN8
EGB Put/VOESTALPINE 23-24/ AT0000A38YN8 /
| 10/07/2024 17:25:00 |
Chg.-0.017 |
Bid17:29:02 |
Ask17:29:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.244EUR |
-6.51% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
EB1F09 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.06 |
| Time value: |
0.21 |
| Break-even: |
23.27 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-4.27 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.261 |
| High: |
0.263 |
| Low: |
0.244 |
| Previous Close: |
0.261 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.81% |
| 1 Month |
|
|
+10.41% |
| 3 Months |
|
|
+9.91% |
| YTD |
|
|
-8.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.261 |
0.234 |
| 1M High / 1M Low: |
0.302 |
0.221 |
| 6M High / 6M Low: |
0.375 |
0.209 |
| High (YTD): |
08/03/2024 |
0.375 |
| Low (YTD): |
28/05/2024 |
0.209 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.51% |
| Volatility 6M: |
|
94.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
