EGB Put/VERBUND 23-24/ AT0000A37TE9 /
| 2024-05-27 5:25:00 PM | Chg.-0.160 | Bid5:27:30 PM | Ask5:27:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.458EUR | -25.89% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 79.1632 EUR | 2024-06-21 | Put |
Master data
| WKN: | EB1FJC |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 79.16 EUR |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.41 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.27 |
| Parity: | 0.41 |
| Time value: | 0.07 |
| Break-even: | 74.43 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 4.59% |
| Delta: | -0.74 |
| Theta: | -0.03 |
| Omega: | -11.66 |
| Rho: | -0.04 |
Quote data
| Open: | 0.517 |
|---|---|
| High: | 0.517 |
| Low: | 0.458 |
| Previous Close: | 0.618 |
| Turnover: | - |
| Market phase: | PT |
All quotes in EUR
Performance
| 1 Week | -24.30% | ||
|---|---|---|---|
| 1 Month | -65.56% | ||
| 3 Months | -71.73% | ||
| YTD | -10.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.618 | 0.428 |
|---|---|---|
| 1M High / 1M Low: | 1.270 | 0.428 |
| 6M High / 6M Low: | 2.050 | 0.391 |
| High (YTD): | 2024-02-14 | 2.050 |
| Low (YTD): | 2024-05-22 | 0.428 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.513 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.784 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.091 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 248.54% | |
| Volatility 6M: | 161.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
