Erste Bank Put 28 WIB 20.12.2024/  AT0000A3ADH3  /

EUWAX
2024-06-04  5:00:13 PM Chg.+0.009 Bid5:35:28 PM Ask5:35:28 PM Underlying Strike price Expiration date Option type
0.078EUR +13.04% -
Bid Size: -
0.100
Ask Size: 10,000
WIENERBERGER 28.00 EUR 2024-12-20 Put
 

Master data

WKN: EB1F9H
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Put
Strike price: 28.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-02
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -38.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.22
Parity: -0.66
Time value: 0.09
Break-even: 27.09
Moneyness: 0.81
Premium: 0.22
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 28.17%
Delta: -0.16
Theta: -0.01
Omega: -6.13
Rho: -0.04
 

Quote data

Open: 0.071
High: 0.078
Low: 0.071
Previous Close: 0.069
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month
  -25.71%
3 Months
  -52.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.063
1M High / 1M Low: 0.099 0.063
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -