Erste Bank Put 30 CAI 20.09.2024
/ AT0000A390W1
Erste Bank Put 30 CAI 20.09.2024/ AT0000A390W1 /
| 11/06/2024 09:39:56 |
Chg.+0.005 |
Bid15:15:41 |
Ask15:15:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.142EUR |
+3.65% |
0.158
Bid Size: 10,000 |
0.178
Ask Size: 10,000 |
CA Immobilien Anlage... |
30.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
EB1F3H |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
CA Immobilien Anlagen AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-19.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
-0.04 |
| Time value: |
0.16 |
| Break-even: |
28.41 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
15.22% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-7.80 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.138 |
| High: |
0.142 |
| Low: |
0.138 |
| Previous Close: |
0.137 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.98% |
| 1 Month |
|
|
-18.86% |
| 3 Months |
|
|
-35.45% |
| YTD |
|
|
-10.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.169 |
0.133 |
| 1M High / 1M Low: |
0.210 |
0.133 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
15/02/2024 |
0.306 |
| Low (YTD): |
02/04/2024 |
0.128 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
