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Erste Bank Put 26 VAS 21.06.2024/  AT0000A34XK5  /

EUWAX
6/13/2024  5:00:05 PM Chg.- Bid9:14:50 AM Ask9:14:50 AM Underlying Strike price Expiration date Option type
0.090EUR - 0.096
Bid Size: 10,000		 0.116
Ask Size: 10,000		 VOESTALPINE AG 26.00 - 6/21/2024 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: 6/21/2024
Issue date: 5/26/2023
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -29.14
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.04
Implied volatility: 0.46
Historic volatility: 0.24
Parity: 0.04
Time value: 0.05
Break-even: 25.12
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 1.50
Spread abs.: 0.03
Spread %: 39.68%
Delta: -0.56
Theta: -0.04
Omega: -16.42
Rho: 0.00
 

Quote data

Open: 0.071
High: 0.090
Low: 0.071
Previous Close: 0.057
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -19.64%
3 Months
  -48.28%
YTD
  -32.33%
1 Year
  -35.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.039
1M High / 1M Low: 0.117 0.039
6M High / 6M Low: 0.228 0.039
High (YTD): 3/6/2024 0.228
Low (YTD): 6/10/2024 0.039
52W High: 10/23/2023 0.390
52W Low: 6/10/2024 0.039
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   478.69%
Volatility 6M:   263.02%
Volatility 1Y:   196.19%
Volatility 3Y:   -