EGB Put/AT&S 23-24/ AT0000A36M62 /
| 2024-05-17 5:25:00 PM | Chg.-0.084 | Bid5:29:17 PM | Ask5:29:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.750EUR | -10.07% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 30.00 - | 2024-06-21 | Put |
Master data
| WKN: | EB1E0Y |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.83 |
| Implied volatility: | 0.82 |
| Historic volatility: | 0.43 |
| Parity: | 0.83 |
| Time value: | 0.02 |
| Break-even: | 21.48 |
| Moneyness: | 1.38 |
| Premium: | 0.01 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.02 |
| Spread %: | 2.40% |
| Delta: | -0.87 |
| Theta: | -0.01 |
| Omega: | -2.22 |
| Rho: | -0.03 |
Quote data
| Open: | 0.844 |
|---|---|
| High: | 0.858 |
| Low: | 0.750 |
| Previous Close: | 0.834 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -27.88% | ||
|---|---|---|---|
| 1 Month | -36.97% | ||
| 3 Months | -14.19% | ||
| YTD | +63.76% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.040 | 0.834 |
|---|---|---|
| 1M High / 1M Low: | 1.190 | 0.834 |
| 6M High / 6M Low: | 1.350 | 0.458 |
| High (YTD): | 2024-03-20 | 1.350 |
| Low (YTD): | 2024-01-02 | 0.529 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.957 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.992 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.859 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.69% | |
| Volatility 6M: | 103.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
