Erste Bank Put 30 ATS 20.09.2024
/ AT0000A36M96
Erste Bank Put 30 ATS 20.09.2024/ AT0000A36M96 /
| 2024-06-14 5:00:04 PM |
Chg.-0.009 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.925EUR |
-0.96% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.42 |
| Parity: |
0.89 |
| Time value: |
0.08 |
| Break-even: |
20.32 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
4.42% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-1.62 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.932 |
| High: |
0.932 |
| Low: |
0.925 |
| Previous Close: |
0.934 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.35% |
| 1 Month |
|
|
-3.34% |
| 3 Months |
|
|
-30.45% |
| YTD |
|
|
+72.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.934 |
0.775 |
| 1M High / 1M Low: |
0.957 |
0.756 |
| 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: |
|
0.857 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.917 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.47% |
| Volatility 6M: |
|
85.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
