EGB Put/VERBUND 23-24/ AT0000A37TE9 /
| 6/7/2024 5:25:00 PM | Chg.+0.064 | Bid5:28:32 PM | Ask5:28:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.425EUR | +17.73% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 79.1632 EUR | 6/21/2024 | 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: | 6/21/2024 |
| Issue date: | 10/19/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -17.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.27 |
| Parity: | 0.35 |
| Time value: | 0.08 |
| Break-even: | 74.92 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 4.89% |
| Delta: | -0.72 |
| Theta: | -0.06 |
| Omega: | -12.86 |
| Rho: | -0.02 |
Quote data
| Open: | 0.325 |
|---|---|
| High: | 0.461 |
| Low: | 0.325 |
| Previous Close: | 0.361 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +31.17% | ||
|---|---|---|---|
| 1 Month | -48.92% | ||
| 3 Months | -72.22% | ||
| YTD | -17.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.425 | 0.324 |
|---|---|---|
| 1M High / 1M Low: | 0.836 | 0.324 |
| 6M High / 6M Low: | 2.050 | 0.324 |
| High (YTD): | 2/14/2024 | 2.050 |
| Low (YTD): | 6/3/2024 | 0.324 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.369 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.544 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.088 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 280.91% | |
| Volatility 6M: | 162.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
