EGB Put/VERBUND 23-24/ AT0000A36MJ5 /
| 2024-05-24 5:25:00 PM | Chg.+0.031 | Bid5:28:37 PM | Ask5:28:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.191EUR | +19.38% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 64.3201 EUR | 2024-09-20 | Put |
Master data
| WKN: | EB1E1C |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 64.32 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -35.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.27 |
| Parity: | -0.98 |
| Time value: | 0.21 |
| Break-even: | 62.23 |
| Moneyness: | 0.87 |
| Premium: | 0.16 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.02 |
| Spread %: | 11.05% |
| Delta: | -0.21 |
| Theta: | -0.02 |
| Omega: | -7.37 |
| Rho: | -0.06 |
Quote data
| Open: | 0.161 |
|---|---|
| High: | 0.191 |
| Low: | 0.158 |
| Previous Close: | 0.160 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -11.57% | ||
|---|---|---|---|
| 1 Month | -56.59% | ||
| 3 Months | -72.75% | ||
| YTD | -18.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.202 | 0.156 |
|---|---|---|
| 1M High / 1M Low: | 0.440 | 0.156 |
| 6M High / 6M Low: | 0.911 | 0.156 |
| High (YTD): | 2024-02-14 | 0.911 |
| Low (YTD): | 2024-05-22 | 0.156 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.180 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.262 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.418 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 163.75% | |
| Volatility 6M: | 161.44% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
