Erste Bank Put 24 VAS 20.12.2024
/ AT0000A38YP3
Erste Bank Put 24 VAS 20.12.2024/ AT0000A38YP3 /
| 9/20/2024 5:00:29 PM |
Chg.+0.044 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.303EUR |
+16.99% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
24.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
EB1F08 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.28 |
| Time value: |
0.04 |
| Break-even: |
20.75 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
6.91% |
| Delta: |
-0.71 |
| Theta: |
-0.01 |
| Omega: |
-4.64 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.274 |
| High: |
0.303 |
| Low: |
0.274 |
| Previous Close: |
0.259 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.92% |
| 1 Month |
|
|
+6.69% |
| 3 Months |
|
|
+73.14% |
| YTD |
|
|
+56.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.349 |
0.259 |
| 1M High / 1M Low: |
0.392 |
0.247 |
| 6M High / 6M Low: |
0.392 |
0.127 |
| High (YTD): |
9/11/2024 |
0.392 |
| Low (YTD): |
5/28/2024 |
0.127 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.73% |
| Volatility 6M: |
|
129.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
