EGB Put/MAYR MELNHOF 24-25
/ AT0000A3E0P5
EGB Put/MAYR MELNHOF 24-25/ AT0000A3E0P5 /
| 23/01/2025 13:25:00 |
Chg.+0.040 |
Bid14:05:31 |
Ask14:05:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+2.50% |
1.600
Bid Size: 10,000 |
1.670
Ask Size: 10,000 |
MAYR-MELNHOF KARTON |
90.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
EB1LXN |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
MAYR-MELNHOF KARTON |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
24/07/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
1.60 |
| Time value: |
0.07 |
| Break-even: |
73.30 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
4.38% |
| Delta: |
-0.83 |
| Theta: |
-0.02 |
| Omega: |
-3.69 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.680 |
| High: |
1.680 |
| Low: |
1.640 |
| Previous Close: |
1.600 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.99% |
| 1 Month |
|
|
+18.84% |
| 3 Months |
|
|
+86.58% |
| YTD |
|
|
+37.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.390 |
| 1M High / 1M Low: |
1.600 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
1.600 |
| Low (YTD): |
02/01/2025 |
1.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |