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: |
|
- |