Erste Bank Put 26 VAS 21.03.2025
/ AT0000A3AC81
Erste Bank Put 26 VAS 21.03.2025/ AT0000A3AC81 /
| 21/05/2024 09:15:33 |
Chg.+0.006 |
Bid10:16:18 |
Ask10:16:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.261EUR |
+2.35% |
0.259
Bid Size: 10,000 |
0.279
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
EB1F8A |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-0.06 |
| Time value: |
0.27 |
| Break-even: |
23.27 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
7.91% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-3.61 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.261 |
| High: |
0.261 |
| Low: |
0.261 |
| Previous Close: |
0.255 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.22% |
| 1 Month |
|
|
-22.09% |
| 3 Months |
|
|
-32.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.299 |
0.255 |
| 1M High / 1M Low: |
0.345 |
0.255 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.279 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
