EGB Put/AT&S 23-24/ AT0000A36M88 /
| 07/06/2024 17:25:00 | Chg.-0.074 | Bid17:28:44 | Ask17:28:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.583EUR | -11.26% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 28.00 - | 20/09/2024 | Put |
Master data
| WKN: | EB1E0W |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 28.00 - |
| Maturity: | 20/09/2024 |
| Issue date: | 23/08/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.42 |
| Parity: | 0.58 |
| Time value: | 0.11 |
| Break-even: | 21.07 |
| Moneyness: | 1.26 |
| Premium: | 0.05 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.04 |
| Spread %: | 6.29% |
| Delta: | -0.67 |
| Theta: | -0.01 |
| Omega: | -2.15 |
| Rho: | -0.06 |
Quote data
| Open: | 0.660 |
|---|---|
| High: | 0.661 |
| Low: | 0.574 |
| Previous Close: | 0.657 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -21.95% | ||
|---|---|---|---|
| 1 Month | -19.70% | ||
| 3 Months | -40.08% | ||
| YTD | +48.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.752 | 0.657 |
|---|---|---|
| 1M High / 1M Low: | 0.843 | 0.595 |
| 6M High / 6M Low: | 1.150 | 0.392 |
| High (YTD): | 20/03/2024 | 1.150 |
| Low (YTD): | 02/01/2024 | 0.445 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.716 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.698 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.730 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.85% | |
| Volatility 6M: | 101.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
