EGB Put/AT&S 24-24/ AT0000A3CFU7 /
6/19/2024 3:25:00 PM | Chg.-0.001 | Bid4:19:02 PM | Ask4:19:02 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.159EUR | -0.63% | 0.160 Bid Size: 10,000 |
0.200 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... | 18.00 EUR | 12/20/2024 | Put |
Master data
WKN: | EB1LEN |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Put |
Strike price: | 18.00 EUR |
Maturity: | 12/20/2024 |
Issue date: | 4/18/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -11.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.65 |
Historic volatility: | 0.42 |
Parity: | -0.37 |
Time value: | 0.19 |
Break-even: | 16.06 |
Moneyness: | 0.83 |
Premium: | 0.26 |
Premium p.a.: | 0.58 |
Spread abs.: | 0.04 |
Spread %: | 26.80% |
Delta: | -0.25 |
Theta: | -0.01 |
Omega: | -2.79 |
Rho: | -0.04 |
Quote data
Open: | 0.158 |
---|---|
High: | 0.164 |
Low: | 0.158 |
Previous Close: | 0.160 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +0.63% | ||
---|---|---|---|
1 Month | +26.19% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.175 | 0.148 |
---|---|---|
1M High / 1M Low: | 0.185 | 0.127 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.163 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.154 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 155.65% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |