Erste Bank Put 22 VAS 21.03.2025
/ AT0000A3ACA0
Erste Bank Put 22 VAS 21.03.2025/ AT0000A3ACA0 /
2024-06-03 9:15:56 AM |
Chg.-0.012 |
Bid11:34:08 AM |
Ask11:34:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.101EUR |
-10.62% |
0.106 Bid Size: 10,000 |
0.126 Ask Size: 10,000 |
VOESTALPINE AG |
22.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
EB1F78 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-02 |
Last trading day: |
2025-03-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
-0.49 |
Time value: |
0.12 |
Break-even: |
20.77 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.02 |
Spread %: |
19.42% |
Delta: |
-0.20 |
Theta: |
0.00 |
Omega: |
-4.38 |
Rho: |
-0.05 |
Quote data
Open: |
0.101 |
High: |
0.101 |
Low: |
0.101 |
Previous Close: |
0.113 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.94% |
1 Month |
|
|
-22.90% |
3 Months |
|
|
-42.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.115 |
0.102 |
1M High / 1M Low: |
0.149 |
0.102 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.109 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.119 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |