EGB Put/AT&S 23-24/ AT0000A34XH1 /
| 2024-05-20 5:25:00 PM | Chg.+0.015 | Bid5:26:17 PM | Ask5:26:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.381EUR | +4.10% | - Bid Size: - |
- Ask Size: - |
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: | -5.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.42 |
| Parity: | 0.34 |
| Time value: | 0.04 |
| Break-even: | 22.22 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.02 |
| Spread %: | 5.88% |
| Delta: | -0.77 |
| Theta: | -0.02 |
| Omega: | -4.60 |
| Rho: | -0.02 |
Quote data
| Open: | 0.386 |
|---|---|
| High: | 0.386 |
| Low: | 0.377 |
| Previous Close: | 0.366 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -39.43% | ||
|---|---|---|---|
| 1 Month | -50.78% | ||
| 3 Months | -33.97% | ||
| YTD | +62.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.629 | 0.366 |
|---|---|---|
| 1M High / 1M Low: | 0.660 | 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: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.510 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.555 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.522 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 212.53% | |
| Volatility 6M: | 145.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
