EGB Put/VERBUND 23-24/ AT0000A37TC3 /
| 2024-06-14 5:25:00 PM | Chg.+0.112 | Bid5:29:29 PM | Ask5:29:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.762EUR | +17.23% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 79.1632 EUR | 2024-09-20 | Put |
Master data
| WKN: | EB1FJE |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 79.16 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.27 |
| Parity: | 0.57 |
| Time value: | 0.23 |
| Break-even: | 71.24 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.02 |
| Spread %: | 2.69% |
| Delta: | -0.62 |
| Theta: | -0.02 |
| Omega: | -5.71 |
| Rho: | -0.14 |
Quote data
| Open: | 0.669 |
|---|---|
| High: | 0.762 |
| Low: | 0.653 |
| Previous Close: | 0.650 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +12.22% | ||
|---|---|---|---|
| 1 Month | -6.85% | ||
| 3 Months | -53.54% | ||
| YTD | +15.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.762 | 0.624 |
|---|---|---|
| 1M High / 1M Low: | 0.892 | 0.602 |
| 6M High / 6M Low: | 2.080 | 0.576 |
| High (YTD): | 2024-02-14 | 2.080 |
| Low (YTD): | 2024-01-10 | 0.576 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.681 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.723 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.193 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.71% | |
| Volatility 6M: | 116.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
