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Erste Bank Put 26 ATS 21.06.2024/  AT0000A34XH1  /

EUWAX
07/06/2024  17:00:03 Chg.-0.093 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.310EUR -23.08% -
Bid Size: -		 -
Ask Size: -		 AT+S AUSTR.T.+SYSTEM... 26.00 - 21/06/2024 Put
 

Master data

WKN: EB1EMH
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 26.00 -
Maturity: 21/06/2024
Issue date: 26/05/2023
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.19
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.96
Historic volatility: 0.42
Parity: 0.38
Time value: 0.05
Break-even: 21.72
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.75
Spread abs.: 0.04
Spread %: 10.31%
Delta: -0.77
Theta: -0.04
Omega: -3.99
Rho: -0.01
 

Quote data

Open: 0.397
High: 0.397
Low: 0.310
Previous Close: 0.403
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.37%
1 Month
  -40.73%
3 Months
  -60.56%
YTD  
+23.51%
1 Year
  -2.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.495 0.403
1M High / 1M Low: 0.631 0.362
6M High / 6M Low: 0.963 0.251
High (YTD): 19/03/2024 0.963
Low (YTD): 02/01/2024 0.279
52W High: 19/03/2024 0.963
52W Low: 29/08/2023 0.157
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.466
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   0.391
Avg. volume 1Y:   0.000
Volatility 1M:   196.97%
Volatility 6M:   132.87%
Volatility 1Y:   135.57%
Volatility 3Y:   -