Erste Bank Put 26 VAS 21.06.2024
/ AT0000A34XK5
Erste Bank Put 26 VAS 21.06.2024/ AT0000A34XK5 /
2024-05-20 5:00:03 PM |
Chg.-0.019 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
-21.84% |
- Bid Size: - |
- Ask Size: - |
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: |
-23.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.25 |
Parity: |
-0.01 |
Time value: |
0.11 |
Break-even: |
24.91 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.02 |
Spread %: |
23.86% |
Delta: |
-0.45 |
Theta: |
-0.02 |
Omega: |
-10.72 |
Rho: |
-0.01 |
Quote data
Open: |
0.069 |
High: |
0.069 |
Low: |
0.068 |
Previous Close: |
0.087 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-39.29% |
1 Month |
|
|
-61.58% |
3 Months |
|
|
-65.83% |
YTD |
|
|
-48.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.117 |
0.068 |
1M High / 1M Low: |
0.186 |
0.068 |
6M High / 6M Low: |
0.232 |
0.068 |
High (YTD): |
2024-03-06 |
0.228 |
Low (YTD): |
2024-05-20 |
0.068 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.095 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.162 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.01% |
Volatility 6M: |
|
188.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |