EGB Put/VOESTALPINE 24-25
/ AT0000A3ACA0
EGB Put/VOESTALPINE 24-25/ AT0000A3ACA0 /
| 2024-08-02 11:25:00 AM |
Chg.+0.005 |
Bid11:52:40 AM |
Ask11:52:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.164EUR |
+3.14% |
0.167
Bid Size: 10,000 |
0.187
Ask Size: 10,000 |
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: |
-12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-0.10 |
| Time value: |
0.18 |
| Break-even: |
20.20 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
13.21% |
| Delta: |
-0.35 |
| Theta: |
0.00 |
| Omega: |
-4.48 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.166 |
| High: |
0.166 |
| Low: |
0.160 |
| Previous Close: |
0.159 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.48% |
| 1 Month |
|
|
+25.19% |
| 3 Months |
|
|
+26.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.159 |
0.135 |
| 1M High / 1M Low: |
0.159 |
0.107 |
| 6M High / 6M Low: |
0.230 |
0.099 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.84% |
| Volatility 6M: |
|
140.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
