EGB Put/VERBUND 23-24/ AT0000A36MJ5 /
| 2024-05-03 5:25:00 PM | Chg.-0.018 | Bid5:26:53 PM | Ask5:26:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.299EUR | -5.68% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 65.00 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: | 65.00 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -23.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.26 |
| Parity: | -0.88 |
| Time value: | 0.32 |
| Break-even: | 61.80 |
| Moneyness: | 0.88 |
| Premium: | 0.16 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.02 |
| Spread %: | 6.67% |
| Delta: | -0.25 |
| Theta: | -0.02 |
| Omega: | -5.72 |
| Rho: | -0.08 |
Quote data
| Open: | 0.297 |
|---|---|
| High: | 0.305 |
| Low: | 0.283 |
| Previous Close: | 0.317 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -25.99% | ||
|---|---|---|---|
| 1 Month | -49.32% | ||
| 3 Months | -42.50% | ||
| YTD | +27.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.411 | 0.299 |
|---|---|---|
| 1M High / 1M Low: | 0.485 | 0.299 |
| 6M High / 6M Low: | 0.911 | 0.178 |
| High (YTD): | 2024-02-14 | 0.911 |
| Low (YTD): | 2024-01-10 | 0.199 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.358 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.415 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.422 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 180.99% | |
| Volatility 6M: | 153.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
