Erste Bank Put 26 VAS 20.12.2024
/ AT0000A38YN8
Erste Bank Put 26 VAS 20.12.2024/ AT0000A38YN8 /
| 2024-06-14 5:00:22 PM |
Chg.+0.022 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+8.21% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F09 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.14 |
| Time value: |
0.18 |
| Break-even: |
22.79 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
7.00% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-3.82 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.274 |
| High: |
0.290 |
| Low: |
0.274 |
| Previous Close: |
0.268 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.89% |
| 1 Month |
|
|
+18.37% |
| 3 Months |
|
|
-14.96% |
| YTD |
|
|
+9.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.224 |
| 1M High / 1M Low: |
0.290 |
0.208 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-06 |
0.374 |
| Low (YTD): |
2024-05-28 |
0.208 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
