EGB Put/VOESTALPINE 23-24
/ AT0000A38YN8
EGB Put/VOESTALPINE 23-24/ AT0000A38YN8 /
| 8/5/2024 5:25:00 PM |
Chg.+0.030 |
Bid5:29:13 PM |
Ask5:29:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.426EUR |
+7.58% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.36 |
| Time value: |
0.05 |
| Break-even: |
21.88 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
5.37% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-3.78 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.455 |
| High: |
0.456 |
| Low: |
0.426 |
| Previous Close: |
0.396 |
| Turnover: |
- |
| Market phase: |
OP |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.09% |
| 1 Month |
|
|
+82.05% |
| 3 Months |
|
|
+61.36% |
| YTD |
|
|
+58.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.426 |
0.311 |
| 1M High / 1M Low: |
0.426 |
0.232 |
| 6M High / 6M Low: |
0.426 |
0.209 |
| High (YTD): |
8/5/2024 |
0.426 |
| Low (YTD): |
5/28/2024 |
0.209 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.361 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.69% |
| Volatility 6M: |
|
101.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
