EGB Put/AT&S 23-24/ AT0000A34XG3 /
| 2024-04-30 5:25:00 PM | Chg.+0.006 | Bid5:28:02 PM | Ask5:28:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.332EUR | +1.84% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 24.00 - | 2024-06-21 | Put |
Master data
| WKN: | EB1EMJ |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 24.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-05-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.42 |
| Parity: | 0.31 |
| Time value: | 0.04 |
| Break-even: | 20.44 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 6.27% |
| Delta: | -0.74 |
| Theta: | -0.01 |
| Omega: | -4.34 |
| Rho: | -0.03 |
Quote data
| Open: | 0.334 |
|---|---|
| High: | 0.334 |
| Low: | 0.319 |
| Previous Close: | 0.326 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -23.15% | ||
|---|---|---|---|
| 1 Month | -31.83% | ||
| 3 Months | -5.68% | ||
| YTD | +115.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.432 | 0.326 |
|---|---|---|
| 1M High / 1M Low: | 0.592 | 0.326 |
| 6M High / 6M Low: | 0.755 | 0.124 |
| High (YTD): | 2024-03-19 | 0.755 |
| Low (YTD): | 2024-01-02 | 0.186 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.375 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.489 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.354 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.89% | |
| Volatility 6M: | 190.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
