EGB Put/VOESTALPINE 23-24
/ AT0000A38YN8
EGB Put/VOESTALPINE 23-24/ AT0000A38YN8 /
| 2024-05-24 5:25:00 PM |
Chg.+0.005 |
Bid5:29:22 PM |
Ask5:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.222EUR |
+2.30% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F09 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.08 |
| Time value: |
0.24 |
| Break-even: |
23.62 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
9.68% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-4.21 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.227 |
| High: |
0.227 |
| Low: |
0.217 |
| Previous Close: |
0.217 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.33% |
| 1 Month |
|
|
-23.45% |
| 3 Months |
|
|
-32.93% |
| YTD |
|
|
-17.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.227 |
0.210 |
| 1M High / 1M Low: |
0.315 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
0.375 |
| Low (YTD): |
2024-05-21 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
