EGB Put/AT&S 23-24/ AT0000A34XG3 /
| 22/05/2024 11:25:00 | Chg.+0.002 | Bid12:20:38 | Ask12:20:38 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.253EUR | +0.80% | 0.246 Bid Size: 10,000 |
0.266 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... | 24.00 - | 21/06/2024 | 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: | 21/06/2024 |
| Issue date: | 26/05/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.42 |
| Parity: | 0.22 |
| Time value: | 0.05 |
| Break-even: | 21.30 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.02 |
| Spread %: | 8.00% |
| Delta: | -0.69 |
| Theta: | -0.02 |
| Omega: | -5.61 |
| Rho: | -0.01 |
Quote data
| Open: | 0.249 |
|---|---|
| High: | 0.253 |
| Low: | 0.243 |
| Previous Close: | 0.251 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -32.71% | ||
|---|---|---|---|
| 1 Month | -46.06% | ||
| 3 Months | -39.91% | ||
| YTD | +64.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.376 | 0.206 |
|---|---|---|
| 1M High / 1M Low: | 0.469 | 0.206 |
| 6M High / 6M Low: | 0.755 | 0.154 |
| High (YTD): | 19/03/2024 | 0.755 |
| Low (YTD): | 02/01/2024 | 0.186 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.265 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.359 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.373 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 282.16% | |
| Volatility 6M: | 174.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
