Erste Bank Put 20 ATS 20.09.2024
/ AT0000A37RQ7
Erste Bank Put 20 ATS 20.09.2024/ AT0000A37RQ7 /
5/22/2024 5:00:22 PM |
Chg.+0.010 |
Bid5:45:00 PM |
Ask5:45:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.149EUR |
+7.19% |
- Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
20.00 - |
9/20/2024 |
Put |
Master data
WKN: |
EB1FGH |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/19/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.42 |
Parity: |
-0.18 |
Time value: |
0.17 |
Break-even: |
18.26 |
Moneyness: |
0.92 |
Premium: |
0.16 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.02 |
Spread %: |
12.99% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-3.99 |
Rho: |
-0.03 |
Quote data
Open: |
0.153 |
High: |
0.153 |
Low: |
0.149 |
Previous Close: |
0.139 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.96% |
1 Month |
|
|
-39.43% |
3 Months |
|
|
-38.68% |
YTD |
|
|
+50.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.204 |
0.128 |
1M High / 1M Low: |
0.249 |
0.128 |
6M High / 6M Low: |
0.437 |
0.098 |
High (YTD): |
3/19/2024 |
0.437 |
Low (YTD): |
1/2/2024 |
0.109 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.208 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.40% |
Volatility 6M: |
|
146.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |