EGB Put/AT&S 23-24/ AT0000A38Y66 /
2024-05-17 5:25:00 PM | Chg.-0.045 | Bid5:29:17 PM | Ask5:29:17 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.364EUR | -11.00% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 24.00 - | 2024-12-20 | Put |
Master data
WKN: | EB1F0P |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 24.00 - |
Maturity: | 2024-12-20 |
Issue date: | 2023-12-21 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.34 |
---|---|
Intrinsic value: | 0.14 |
Implied volatility: | 0.48 |
Historic volatility: | 0.42 |
Parity: | 0.14 |
Time value: | 0.24 |
Break-even: | 20.20 |
Moneyness: | 1.06 |
Premium: | 0.11 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.02 |
Spread %: | 5.85% |
Delta: | -0.47 |
Theta: | -0.01 |
Omega: | -2.78 |
Rho: | -0.09 |
Quote data
Open: | 0.413 |
---|---|
High: | 0.421 |
Low: | 0.364 |
Previous Close: | 0.409 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -30.93% | ||
---|---|---|---|
1 Month | -40.52% | ||
3 Months | -18.02% | ||
YTD | +45.60% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.536 | 0.364 |
---|---|---|
1M High / 1M Low: | 0.616 | 0.364 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-03-19 | 0.784 |
Low (YTD): | 2024-01-02 | 0.283 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.452 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.488 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 150.36% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |