Erste Bank Put 22 ATS 21.06.2024/  AT0000A34XF5  /

EUWAX
2024-06-17  5:00:03 PM Chg.-0.055 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.060EUR -47.83% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 22.00 - 2024-06-21 Put
 

Master data

WKN: EB1EMK
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 22.00 -
Maturity: 2024-06-21
Issue date: 2023-05-26
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.35
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.09
Implied volatility: 1.20
Historic volatility: 0.42
Parity: 0.09
Time value: 0.07
Break-even: 20.42
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 17.07
Spread abs.: 0.04
Spread %: 35.04%
Delta: -0.61
Theta: -0.13
Omega: -8.09
Rho: 0.00
 

Quote data

Open: 0.069
High: 0.069
Low: 0.060
Previous Close: 0.115
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -38.78%
3 Months
  -88.97%
YTD
  -43.93%
1 Year
  -58.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.128 0.045
1M High / 1M Low: 0.153 0.045
6M High / 6M Low: 0.569 0.045
High (YTD): 2024-03-19 0.569
Low (YTD): 2024-06-11 0.045
52W High: 2024-03-19 0.569
52W Low: 2024-06-11 0.045
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   525.24%
Volatility 6M:   272.83%
Volatility 1Y:   236.71%
Volatility 3Y:   -