EGB Put/AT&S 23-24/ AT0000A34XG3 /
2024-06-07 5:25:00 PM | Chg.-0.070 | Bid5:28:44 PM | Ask5:28:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.141EUR | -33.18% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 24.00 - | 2024-06-21 | Put |
Master data
WKN: | EB1EMJ |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 24.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-05-26 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -8.99 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.18 |
Implied volatility: | 0.79 |
Historic volatility: | 0.42 |
Parity: | 0.18 |
Time value: | 0.07 |
Break-even: | 21.53 |
Moneyness: | 1.08 |
Premium: | 0.03 |
Premium p.a.: | 1.17 |
Spread abs.: | 0.04 |
Spread %: | 19.90% |
Delta: | -0.66 |
Theta: | -0.04 |
Omega: | -5.96 |
Rho: | -0.01 |
Quote data
Open: | 0.212 |
---|---|
High: | 0.212 |
Low: | 0.133 |
Previous Close: | 0.211 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -53.77% | ||
---|---|---|---|
1 Month | -58.16% | ||
3 Months | -75.81% | ||
YTD | -8.44% | ||
1 Year | -42.92% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.305 | 0.211 |
---|---|---|
1M High / 1M Low: | 0.447 | 0.206 |
6M High / 6M Low: | 0.755 | 0.154 |
High (YTD): | 2024-03-19 | 0.755 |
Low (YTD): | 2024-01-02 | 0.186 |
52W High: | 2024-03-19 | 0.755 |
52W Low: | 2023-08-29 | 0.113 |
Avg. price 1W: | 0.271 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.286 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.375 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.277 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 290.88% | |
Volatility 6M: | 178.43% | |
Volatility 1Y: | 169.55% | |
Volatility 3Y: | - |