EGB Put/ANDRITZ 24-24/ AT0000A3AEB4 /
2024-09-23 5:25:00 PM | Chg.-0.005 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.076EUR | -6.17% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 55.00 EUR | 2024-12-20 | Put |
Master data
WKN: | EB1GAC |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 55.00 EUR |
Maturity: | 2024-12-20 |
Issue date: | 2024-02-02 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -64.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.24 |
Parity: | -0.80 |
Time value: | 0.10 |
Break-even: | 54.03 |
Moneyness: | 0.87 |
Premium: | 0.14 |
Premium p.a.: | 0.74 |
Spread abs.: | 0.02 |
Spread %: | 25.97% |
Delta: | -0.17 |
Theta: | -0.01 |
Omega: | -10.78 |
Rho: | -0.03 |
Quote data
Open: | 0.080 |
---|---|
High: | 0.080 |
Low: | 0.075 |
Previous Close: | 0.081 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -18.28% | ||
---|---|---|---|
1 Month | -59.79% | ||
3 Months | -71.43% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.093 | 0.073 |
---|---|---|
1M High / 1M Low: | 0.194 | 0.073 |
6M High / 6M Low: | 0.562 | 0.073 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.080 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.142 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.293 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 153.19% | |
Volatility 6M: | 148.15% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |