Erste Bank Put 26 VAS 21.06.2024
/ AT0000A34XK5
Erste Bank Put 26 VAS 21.06.2024/ AT0000A34XK5 /
| 2024-05-17 9:15:41 AM |
Chg.-0.004 |
Bid3:53:41 PM |
Ask3:53:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-4.44% |
0.088
Bid Size: 10,000 |
0.108
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
EB1EM1 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.01 |
| Time value: |
0.11 |
| Break-even: |
24.80 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
21.21% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-10.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.35% |
| 1 Month |
|
|
-48.81% |
| 3 Months |
|
|
-54.74% |
| YTD |
|
|
-35.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.131 |
0.090 |
| 1M High / 1M Low: |
0.186 |
0.090 |
| 6M High / 6M Low: |
0.232 |
0.073 |
| High (YTD): |
2024-03-06 |
0.228 |
| Low (YTD): |
2024-04-10 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.75% |
| Volatility 6M: |
|
185.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
