EGB Put/VOESTALPINE 23-24
/ AT0000A38YQ1
EGB Put/VOESTALPINE 23-24/ AT0000A38YQ1 /
| 20/06/2024 13:25:00 |
Chg.-0.004 |
Bid15:02:56 |
Ask15:02:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-3.88% |
0.101
Bid Size: 10,000 |
0.121
Ask Size: 10,000 |
VOESTALPINE AG |
22.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
EB1F07 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-0.29 |
| Time value: |
0.13 |
| Break-even: |
20.74 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-5.11 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.097 |
| Previous Close: |
0.103 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+25.32% |
| 3 Months |
|
|
-31.25% |
| YTD |
|
|
-27.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.096 |
| 1M High / 1M Low: |
0.110 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
14/02/2024 |
0.188 |
| Low (YTD): |
28/05/2024 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
