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Erste Bank Put 26 ATS 21.06.2024/  AT0000A34XH1  /

EUWAX
5/31/2024  5:00:06 PM Chg.+0.050 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.495EUR +11.24% -
Bid Size: -		 -
Ask Size: -		 AT+S AUSTR.T.+SYSTEM... 26.00 - 6/21/2024 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: 6/21/2024
Issue date: 5/26/2023
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.05
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.48
Implied volatility: 0.96
Historic volatility: 0.42
Parity: 0.48
Time value: 0.05
Break-even: 20.76
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 8.04%
Delta: -0.78
Theta: -0.03
Omega: -3.17
Rho: -0.01
 

Quote data

Open: 0.458
High: 0.495
Low: 0.458
Previous Close: 0.445
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.32%
1 Month
  -2.37%
3 Months
  -26.78%
YTD  
+97.21%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.495 0.385
1M High / 1M Low: 0.631 0.362
6M High / 6M Low: 0.963 0.251
High (YTD): 3/19/2024 0.963
Low (YTD): 1/2/2024 0.279
52W High: 3/19/2024 0.963
52W Low: 8/29/2023 0.157
Avg. price 1W:   0.437
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   202.19%
Volatility 6M:   132.31%
Volatility 1Y:   135.19%
Volatility 3Y:   -