EGB Put/AT&S 23-24/ AT0000A36M70 /
2024-06-07 5:25:00 PM | Chg.-0.064 | Bid5:28:44 PM | Ask5:28:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.433EUR | -12.88% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 26.00 - | 2024-09-20 | Put |
Master data
WKN: | EB1E0X |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 26.00 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-08-23 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.16 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.38 |
Implied volatility: | 0.64 |
Historic volatility: | 0.42 |
Parity: | 0.38 |
Time value: | 0.15 |
Break-even: | 20.66 |
Moneyness: | 1.17 |
Premium: | 0.07 |
Premium p.a.: | 0.26 |
Spread abs.: | 0.04 |
Spread %: | 8.32% |
Delta: | -0.60 |
Theta: | -0.01 |
Omega: | -2.50 |
Rho: | -0.05 |
Quote data
Open: | 0.499 |
---|---|
High: | 0.500 |
Low: | 0.426 |
Previous Close: | 0.497 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -24.96% | ||
---|---|---|---|
1 Month | -21.98% | ||
3 Months | -44.63% | ||
YTD | +48.80% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.578 | 0.497 |
---|---|---|
1M High / 1M Low: | 0.659 | 0.444 |
6M High / 6M Low: | 0.955 | 0.291 |
High (YTD): | 2024-03-19 | 0.955 |
Low (YTD): | 2024-01-02 | 0.333 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.548 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.532 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.570 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 152.86% | |
Volatility 6M: | 112.70% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |