EGB Put/ANDRITZ 23-24/ AT0000A390T7 /
2024-06-21 5:25:00 PM | Chg.-0.004 | Bid5:28:39 PM | Ask5:28:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.098EUR | -3.92% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 48.00 EUR | 2024-12-20 | Put |
Master data
WKN: | EB1F29 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 48.00 EUR |
Maturity: | 2024-12-20 |
Issue date: | 2023-12-21 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -46.75 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.24 |
Parity: | -0.95 |
Time value: | 0.12 |
Break-even: | 46.77 |
Moneyness: | 0.83 |
Premium: | 0.19 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.02 |
Spread %: | 20.59% |
Delta: | -0.16 |
Theta: | -0.01 |
Omega: | -7.53 |
Rho: | -0.05 |
Quote data
Open: | 0.101 |
---|---|
High: | 0.104 |
Low: | 0.098 |
Previous Close: | 0.102 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +6.52% | ||
---|---|---|---|
1 Month | -29.50% | ||
3 Months | -18.33% | ||
YTD | -57.94% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.102 | 0.092 |
---|---|---|
1M High / 1M Low: | 0.149 | 0.071 |
6M High / 6M Low: | 0.304 | 0.071 |
High (YTD): | 2024-01-17 | 0.304 |
Low (YTD): | 2024-06-12 | 0.071 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.096 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.111 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.169 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 154.02% | |
Volatility 6M: | 131.09% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |