EGB Put/BAWAG GROUP 24-24
/ AT0000A3ABY2
EGB Put/BAWAG GROUP 24-24/ AT0000A3ABY2 /
2024-06-21 5:25:00 PM |
Chg.+0.006 |
Bid5:25:00 PM |
Ask5:25:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
+17.65% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
48.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
EB1F70 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-02 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-110.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
-1.19 |
Time value: |
0.05 |
Break-even: |
47.46 |
Moneyness: |
0.80 |
Premium: |
0.21 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.02 |
Spread %: |
63.64% |
Delta: |
-0.09 |
Theta: |
-0.01 |
Omega: |
-10.45 |
Rho: |
-0.02 |
Quote data
Open: |
0.032 |
High: |
0.041 |
Low: |
0.032 |
Previous Close: |
0.034 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-74.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.034 |
1M High / 1M Low: |
0.048 |
0.024 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
390.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |