EGB Put/AT&S 23-24/ AT0000A34XH1 /
| 2024-06-03 9:25:00 AM | Chg.-0.025 | Bid9:29:03 AM | Ask9:29:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.468EUR | -5.07% | 0.483 Bid Size: 10,000 |
0.524 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... | 26.00 - | 2024-06-21 | Put |
Master data
| WKN: | EB1EMH |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 26.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-05-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.48 |
| Implied volatility: | 0.96 |
| Historic volatility: | 0.42 |
| Parity: | 0.48 |
| Time value: | 0.05 |
| Break-even: | 20.76 |
| Moneyness: | 1.22 |
| Premium: | 0.02 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.04 |
| Spread %: | 8.04% |
| Delta: | -0.78 |
| Theta: | -0.03 |
| Omega: | -3.17 |
| Rho: | -0.01 |
Quote data
| Open: | 0.460 |
|---|---|
| High: | 0.468 |
| Low: | 0.460 |
| Previous Close: | 0.493 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +21.88% | ||
|---|---|---|---|
| 1 Month | -18.32% | ||
| 3 Months | -30.67% | ||
| YTD | +100.00% | ||
| 1 Year | +44.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.493 | 0.384 |
|---|---|---|
| 1M High / 1M Low: | 0.641 | 0.366 |
| 6M High / 6M Low: | 0.955 | 0.234 |
| High (YTD): | 2024-03-19 | 0.955 |
| Low (YTD): | 2024-01-02 | 0.277 |
| 52W High: | 2024-03-19 | 0.955 |
| 52W Low: | 2023-08-29 | 0.157 |
| Avg. price 1W: | 0.441 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.480 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.530 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.389 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 220.24% | |
| Volatility 6M: | 142.29% | |
| Volatility 1Y: | 140.80% | |
| Volatility 3Y: | - |
