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: |
|
- |