Erste Bank Put 26 VAS 21.03.2025
/ AT0000A3AC81
Erste Bank Put 26 VAS 21.03.2025/ AT0000A3AC81 /
5/17/2024 5:00:10 PM |
Chg.-0.002 |
Bid5:45:00 PM |
Ask5:45:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.272EUR |
-0.73% |
- Bid Size: - |
- Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
2/2/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
0.01 |
Time value: |
0.29 |
Break-even: |
22.96 |
Moneyness: |
1.00 |
Premium: |
0.11 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
7.42% |
Delta: |
-0.40 |
Theta: |
0.00 |
Omega: |
-3.41 |
Rho: |
-0.11 |
Quote data
Open: |
0.271 |
High: |
0.272 |
Low: |
0.271 |
Previous Close: |
0.274 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.69% |
1 Month |
|
|
-21.16% |
3 Months |
|
|
-30.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.308 |
0.274 |
1M High / 1M Low: |
0.345 |
0.274 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.295 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.316 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |