Erste Bank Put 30 ATS 20.09.2024
/ AT0000A36M96
Erste Bank Put 30 ATS 20.09.2024/ AT0000A36M96 /
| 6/20/2024 5:00:04 PM |
Chg.- |
Bid8:12:15 AM |
Ask8:12:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.853EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
30.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.42 |
| Parity: |
0.79 |
| Time value: |
0.07 |
| Break-even: |
21.44 |
| Moneyness: |
1.36 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
5.03% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-1.94 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.896 |
| High: |
0.896 |
| Low: |
0.853 |
| Previous Close: |
0.891 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.78% |
| 1 Month |
|
|
+8.94% |
| 3 Months |
|
|
-34.38% |
| YTD |
|
|
+59.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.925 |
0.853 |
| 1M High / 1M Low: |
0.934 |
0.756 |
| 6M High / 6M Low: |
1.360 |
0.532 |
| High (YTD): |
3/19/2024 |
1.360 |
| Low (YTD): |
1/2/2024 |
0.573 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.885 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.927 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.80% |
| Volatility 6M: |
|
85.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
