EGB Put/CA IMMO 23-24/ AT0000A37T49 /
| 2024-06-11 1:25:00 PM | Chg.+0.008 | Bid3:19:50 PM | Ask3:19:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.070EUR | +12.90% | 0.074 Bid Size: 10,000 |
0.094 Ask Size: 10,000 |
CA Immobilien Anlage... | 27.44 EUR | 2024-09-20 | Put |
Master data
| WKN: | EB1FHU |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | CA Immobilien Anlagen AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 27.44 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.15:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -40.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.15 |
| Parity: | -0.33 |
| Time value: | 0.08 |
| Break-even: | 26.68 |
| Moneyness: | 0.90 |
| Premium: | 0.12 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.02 |
| Spread %: | 33.87% |
| Delta: | -0.23 |
| Theta: | -0.01 |
| Omega: | -9.14 |
| Rho: | -0.02 |
Quote data
| Open: | 0.062 |
|---|---|
| High: | 0.070 |
| Low: | 0.062 |
| Previous Close: | 0.062 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -16.67% | ||
|---|---|---|---|
| 1 Month | -24.73% | ||
| 3 Months | -47.37% | ||
| YTD | -30.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.084 | 0.060 |
|---|---|---|
| 1M High / 1M Low: | 0.115 | 0.060 |
| 6M High / 6M Low: | 0.203 | 0.060 |
| High (YTD): | 2024-02-07 | 0.203 |
| Low (YTD): | 2024-06-07 | 0.060 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.069 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.091 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.129 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.33% | |
| Volatility 6M: | 103.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
