EGB Put/VERBUND 23-24/ AT0000A36MJ5 /
| 17/06/2024 12:04:20 | Chg.-0.002 | Bid13:03:08 | Ask13:03:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.156EUR | -1.27% | 0.160 Bid Size: 10,000 |
0.180 Ask Size: 10,000 |
VERBUND AG INH... | 64.3201 EUR | 20/09/2024 | Put |
Master data
| WKN: | EB1E1C |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 64.32 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 23/08/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -40.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.27 |
| Parity: | -0.93 |
| Time value: | 0.18 |
| Break-even: | 62.51 |
| Moneyness: | 0.87 |
| Premium: | 0.15 |
| Premium p.a.: | 0.71 |
| Spread abs.: | 0.02 |
| Spread %: | 12.96% |
| Delta: | -0.20 |
| Theta: | -0.02 |
| Omega: | -8.26 |
| Rho: | -0.04 |
Quote data
| Open: | 0.157 |
|---|---|
| High: | 0.157 |
| Low: | 0.152 |
| Previous Close: | 0.158 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +6.12% | ||
|---|---|---|---|
| 1 Month | -27.78% | ||
| 3 Months | -72.82% | ||
| YTD | -33.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.158 | 0.129 |
|---|---|---|
| 1M High / 1M Low: | 0.216 | 0.127 |
| 6M High / 6M Low: | 0.911 | 0.127 |
| High (YTD): | 14/02/2024 | 0.911 |
| Low (YTD): | 03/06/2024 | 0.127 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.142 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.157 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.410 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.60% | |
| Volatility 6M: | 161.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
