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Erste Bank Put 30 ATS 20.09.2024/  AT0000A36M96  /

EUWAX
2024-06-04  9:15:17 AM Chg.-0.007 Bid12:22:23 PM Ask12:22:23 PM Underlying Strike price Expiration date Option type
0.926EUR -0.75% 0.925
Bid Size: 10,000		 0.965
Ask Size: 10,000		 AT+S AUSTR.T.+SYSTEM... 30.00 - 2024-09-20 Put
 

Master data

WKN: EB1E0V
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 2024-09-20
Issue date: 2023-08-23
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.21
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.87
Implied volatility: 0.76
Historic volatility: 0.42
Parity: 0.87
Time value: 0.09
Break-even: 20.37
Moneyness: 1.41
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 4.33%
Delta: -0.72
Theta: -0.01
Omega: -1.60
Rho: -0.07
 

Quote data

Open: 0.926
High: 0.926
Low: 0.926
Previous Close: 0.933
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.04%
1 Month
  -4.54%
3 Months
  -14.26%
YTD  
+73.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.933 0.798
1M High / 1M Low: 1.030 0.761
6M High / 6M Low: 1.360 0.524
High (YTD): 2024-03-19 1.360
Low (YTD): 2024-01-02 0.573
52W High: - -
52W Low: - -
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.885
Avg. volume 1M:   0.000
Avg. price 6M:   0.898
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.44%
Volatility 6M:   83.80%
Volatility 1Y:   -
Volatility 3Y:   -