EGB Put/VOESTALPINE 24-25/  AT0000A3AC99  /

Wien OS
1/24/2025  5:25:00 PM Chg.-0.028 Bid5:28:18 PM Ask5:28:18 PM Underlying Strike price Expiration date Option type
0.535EUR -4.97% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 24.00 EUR 3/21/2025 Put
 

Master data

WKN: EB1F79
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 24.00 EUR
Maturity: 3/21/2025
Issue date: 2/2/2024
Last trading day: 3/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.17
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 0.58
Historic volatility: 0.26
Parity: 0.56
Time value: 0.02
Break-even: 18.20
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 3.57%
Delta: -0.85
Theta: -0.01
Omega: -2.69
Rho: -0.03
 

Quote data

Open: 0.544
High: 0.544
Low: 0.510
Previous Close: 0.563
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.08%
1 Month
  -9.48%
3 Months  
+20.22%
YTD
  -8.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.602 0.559
1M High / 1M Low: 0.698 0.559
6M High / 6M Low: 0.698 0.203
High (YTD): 1/10/2025 0.698
Low (YTD): 1/20/2025 0.559
52W High: - -
52W Low: - -
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.09%
Volatility 6M:   118.14%
Volatility 1Y:   -
Volatility 3Y:   -