Erste Bank Put 30 ATS 21.06.2024
/ AT0000A36M62
Erste Bank Put 30 ATS 21.06.2024/ AT0000A36M62 /
| 2024-06-07 5:00:01 PM |
Chg.-0.098 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.702EUR |
-12.25% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
30.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
EB1E0Y |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
1.40 |
| Historic volatility: |
0.42 |
| Parity: |
0.78 |
| Time value: |
0.05 |
| Break-even: |
21.75 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.04 |
| Spread %: |
5.23% |
| Delta: |
-0.83 |
| Theta: |
-0.05 |
| Omega: |
-2.23 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.794 |
| High: |
0.794 |
| Low: |
0.702 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.21% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
-43.39% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.888 |
0.702 |
| 1M High / 1M Low: |
1.020 |
0.702 |
| 6M High / 6M Low: |
1.360 |
0.479 |
| High (YTD): |
2024-03-19 |
1.360 |
| Low (YTD): |
2024-01-02 |
0.532 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.821 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.890 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.90% |
| Volatility 6M: |
|
92.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
