Erste Bank Put 15 RAW 20.09.2024
/ AT0000A38ZQ8
Erste Bank Put 15 RAW 20.09.2024/ AT0000A38ZQ8 /
| 2024-06-19 9:17:20 AM |
Chg.-0.001 |
Bid2:27:07 PM |
Ask2:27:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-1.79% |
0.041
Bid Size: 10,000 |
0.061
Ask Size: 10,000 |
RAIFFEISEN BK INTL I... |
15.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
EB1F2F |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
-0.12 |
| Time value: |
0.08 |
| Break-even: |
14.23 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
37.50% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-6.44 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.58% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
+19.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.048 |
| 1M High / 1M Low: |
0.073 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
0.091 |
| Low (YTD): |
2024-03-06 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
