EGB Put/VOESTALPINE 24-25
/ AT0000A3ACA0
EGB Put/VOESTALPINE 24-25/ AT0000A3ACA0 /
| 2024-09-05 5:25:00 PM |
Chg.-0.012 |
Bid5:28:11 PM |
Ask5:28:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.208EUR |
-5.45% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
22.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
EB1F78 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.10 |
| Time value: |
0.14 |
| Break-even: |
19.59 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
9.55% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-4.31 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.227 |
| High: |
0.227 |
| Low: |
0.205 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+23.08% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.174 |
| 1M High / 1M Low: |
0.222 |
0.165 |
| 6M High / 6M Low: |
0.222 |
0.099 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.25% |
| Volatility 6M: |
|
99.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
