Erste Bank Put 24 ATS 20.12.2024
/ AT0000A38Y66
Erste Bank Put 24 ATS 20.12.2024/ AT0000A38Y66 /
| 2024-06-21 5:00:24 PM |
Chg.+0.009 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.458EUR |
+2.00% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
24.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F0P |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.42 |
| Parity: |
0.23 |
| Time value: |
0.25 |
| Break-even: |
19.23 |
| Moneyness: |
1.11 |
| Premium: |
0.11 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
9.40% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-2.26 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.458 |
| Previous Close: |
0.449 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.15% |
| 1 Month |
|
|
+12.25% |
| 3 Months |
|
|
-34.10% |
| YTD |
|
|
+74.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.465 |
0.448 |
| 1M High / 1M Low: |
0.506 |
0.385 |
| 6M High / 6M Low: |
0.790 |
0.263 |
| High (YTD): |
2024-03-19 |
0.790 |
| Low (YTD): |
2024-01-02 |
0.283 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.457 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.38% |
| Volatility 6M: |
|
104.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
