EGB Put/AT&S 23-24/ AT0000A36M54 /
| 2024-04-30 5:25:00 PM | Chg.+0.008 | Bid5:28:02 PM | Ask5:28:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.714EUR | +1.13% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 28.00 - | 2024-06-21 | Put |
Master data
| WKN: | EB1E0Z |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 28.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.71 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.42 |
| Parity: | 0.71 |
| Time value: | 0.02 |
| Break-even: | 20.62 |
| Moneyness: | 1.34 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 2.79% |
| Delta: | -0.84 |
| Theta: | -0.01 |
| Omega: | -2.38 |
| Rho: | -0.03 |
Quote data
| Open: | 0.716 |
|---|---|
| High: | 0.716 |
| Low: | 0.698 |
| Previous Close: | 0.706 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -13.35% | ||
|---|---|---|---|
| 1 Month | -18.31% | ||
| 3 Months | +5.31% | ||
| YTD | +113.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.824 | 0.706 |
|---|---|---|
| 1M High / 1M Low: | 0.990 | 0.706 |
| 6M High / 6M Low: | 1.150 | 0.258 |
| High (YTD): | 2024-03-20 | 1.150 |
| Low (YTD): | 2024-01-02 | 0.392 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.761 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.880 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.647 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.57% | |
| Volatility 6M: | 146.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
