EGB Put/VOESTALPINE 24-25
/ AT0000A3ACA0
EGB Put/VOESTALPINE 24-25/ AT0000A3ACA0 /
| 09/10/2024 13:25:00 |
Chg.-0.001 |
Bid14:21:35 |
Ask14:21:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.192EUR |
-0.52% |
0.189
Bid Size: 10,000 |
0.209
Ask Size: 10,000 |
VOESTALPINE AG |
22.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.07 |
| Time value: |
0.14 |
| Break-even: |
19.89 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
11.05% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-4.92 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.196 |
| High: |
0.196 |
| Low: |
0.188 |
| Previous Close: |
0.193 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.41% |
| 1 Month |
|
|
-20.99% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.193 |
0.145 |
| 1M High / 1M Low: |
0.267 |
0.115 |
| 6M High / 6M Low: |
0.267 |
0.099 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.37% |
| Volatility 6M: |
|
117.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
