EGB Put/VOESTALPINE 23-24
/ AT0000A36L71
EGB Put/VOESTALPINE 23-24/ AT0000A36L71 /
| 2024-06-05 3:25:00 PM |
Chg.-0.033 |
Bid4:06:38 PM |
Ask4:06:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-28.70% |
0.081
Bid Size: 10,000 |
0.101
Ask Size: 10,000 |
VOESTALPINE AG |
24.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
EB1EZ4 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-0.16 |
| Time value: |
0.14 |
| Break-even: |
22.61 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
17.80% |
| Delta: |
-0.33 |
| Theta: |
-0.01 |
| Omega: |
-6.02 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.079 |
| High: |
0.088 |
| Low: |
0.075 |
| Previous Close: |
0.115 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.17% |
| 1 Month |
|
|
-42.66% |
| 3 Months |
|
|
-62.90% |
| YTD |
|
|
-44.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.115 |
0.090 |
| 1M High / 1M Low: |
0.172 |
0.083 |
| 6M High / 6M Low: |
0.225 |
0.083 |
| High (YTD): |
2024-03-06 |
0.225 |
| Low (YTD): |
2024-05-28 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.49% |
| Volatility 6M: |
|
125.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
