EGB Put/VOESTALPINE 23-24
/ AT0000A36L63
EGB Put/VOESTALPINE 23-24/ AT0000A36L63 /
| 6/12/2024 1:25:00 PM |
Chg.+0.005 |
Bid2:30:15 PM |
Ask2:30:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+2.56% |
0.189
Bid Size: 10,000 |
0.209
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
EB1EZ5 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.18 |
| Break-even: |
23.78 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
10.45% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-5.40 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.201 |
| High: |
0.202 |
| Low: |
0.194 |
| Previous Close: |
0.195 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
-21.57% |
| 3 Months |
|
|
-30.07% |
| YTD |
|
|
-7.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.195 |
0.167 |
| 1M High / 1M Low: |
0.253 |
0.161 |
| 6M High / 6M Low: |
0.341 |
0.161 |
| High (YTD): |
3/8/2024 |
0.341 |
| Low (YTD): |
5/28/2024 |
0.161 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.191 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.248 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.60% |
| Volatility 6M: |
|
118.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
