Erste Bank Put 22 ATS 21.03.2025
/ AT0000A3ABU0
Erste Bank Put 22 ATS 21.03.2025/ AT0000A3ABU0 /
| 22/05/2024 09:15:44 |
Chg.+0.015 |
Bid14:17:11 |
Ask14:17:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+4.35% |
0.363
Bid Size: 10,000 |
0.383
Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
22.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
EB1F7R |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.42 |
| Parity: |
0.02 |
| Time value: |
0.37 |
| Break-even: |
18.18 |
| Moneyness: |
1.01 |
| Premium: |
0.17 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
5.52% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-2.21 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.345 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.49% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-15.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.426 |
0.345 |
| 1M High / 1M Low: |
0.462 |
0.345 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.369 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
