EGB Put/WIENERBERGER 23-24
/ AT0000A39005
EGB Put/WIENERBERGER 23-24/ AT0000A39005 /
| 2024-09-02 3:25:00 PM |
Chg.-0.003 |
Bid5:11:57 PM |
Ask5:11:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-3.85% |
0.074
Bid Size: 10,000 |
0.095
Ask Size: 10,000 |
WIENERBERGER |
26.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F2M |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
-0.39 |
| Time value: |
0.10 |
| Break-even: |
24.98 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
25.93% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-6.58 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.083 |
| High: |
0.085 |
| Low: |
0.075 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.64% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
+70.45% |
| YTD |
|
|
-59.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.078 |
| 1M High / 1M Low: |
0.175 |
0.078 |
| 6M High / 6M Low: |
0.175 |
0.037 |
| High (YTD): |
2024-01-17 |
0.235 |
| Low (YTD): |
2024-05-28 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.089 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.33% |
| Volatility 6M: |
|
185.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
