EGB Put/AT&S 23-24/ AT0000A36M54 /
| 6/13/2024 5:25:00 PM | Chg.+0.056 | Bid5:27:43 PM | Ask5:27:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.690EUR | +8.83% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 28.00 - | 6/21/2024 | Put |
Master data
| WKN: | EB1E0Z |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 28.00 - |
| Maturity: | 6/21/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.62 |
| Implied volatility: | 1.62 |
| Historic volatility: | 0.42 |
| Parity: | 0.62 |
| Time value: | 0.04 |
| Break-even: | 21.37 |
| Moneyness: | 1.28 |
| Premium: | 0.02 |
| Premium p.a.: | 1.44 |
| Spread abs.: | 0.04 |
| Spread %: | 6.94% |
| Delta: | -0.82 |
| Theta: | -0.08 |
| Omega: | -2.70 |
| Rho: | -0.01 |
Quote data
| Open: | 0.648 |
|---|---|
| High: | 0.690 |
| Low: | 0.648 |
| Previous Close: | 0.634 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +16.75% | ||
|---|---|---|---|
| 1 Month | -16.36% | ||
| 3 Months | -36.11% | ||
| YTD | +105.97% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.634 | 0.499 |
|---|---|---|
| 1M High / 1M Low: | 0.825 | 0.499 |
| 6M High / 6M Low: | 1.150 | 0.335 |
| High (YTD): | 3/20/2024 | 1.150 |
| Low (YTD): | 1/2/2024 | 0.392 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.558 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.628 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.709 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.24% | |
| Volatility 6M: | 120.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
