EGB Put/AT&S 24-24/  AT0000A3CFU7  /

Wien OS
2024-06-14  5:25:00 PM Chg.+0.003 Bid5:27:53 PM Ask5:27:53 PM Underlying Strike price Expiration date Option type
0.175EUR +1.74% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 18.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2024-04-18
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.86
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.42
Parity: -0.31
Time value: 0.21
Break-even: 15.86
Moneyness: 0.85
Premium: 0.25
Premium p.a.: 0.54
Spread abs.: 0.04
Spread %: 23.70%
Delta: -0.27
Theta: -0.01
Omega: -2.66
Rho: -0.04
 

Quote data

Open: 0.173
High: 0.175
Low: 0.163
Previous Close: 0.172
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+35.66%
1 Month  
+8.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.175 0.132
1M High / 1M Low: 0.185 0.126
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -