Erste Bank Put 22 ATS 21.06.2024
/ AT0000A34XF5
Erste Bank Put 22 ATS 21.06.2024/ AT0000A34XF5 /
5/22/2024 9:15:40 AM |
Chg.+0.020 |
Bid3:41:10 PM |
Ask3:41:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.126EUR |
+18.87% |
0.130 Bid Size: 10,000 |
0.151 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
22.00 - |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
5/26/2023 |
Last trading day: |
6/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.57 |
Historic volatility: |
0.42 |
Parity: |
0.02 |
Time value: |
0.13 |
Break-even: |
20.52 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
1.04 |
Spread abs.: |
0.02 |
Spread %: |
16.54% |
Delta: |
-0.48 |
Theta: |
-0.02 |
Omega: |
-7.04 |
Rho: |
-0.01 |
Quote data
Open: |
0.126 |
High: |
0.126 |
Low: |
0.126 |
Previous Close: |
0.106 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.94% |
1 Month |
|
|
-57.58% |
3 Months |
|
|
-56.70% |
YTD |
|
|
+17.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.217 |
0.098 |
1M High / 1M Low: |
0.297 |
0.098 |
6M High / 6M Low: |
0.569 |
0.098 |
High (YTD): |
3/19/2024 |
0.569 |
Low (YTD): |
5/17/2024 |
0.098 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.248 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
322.67% |
Volatility 6M: |
|
194.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |