Erste Bank Put 30 VAS 21.06.2024
/ AT0000A34XS8
Erste Bank Put 30 VAS 21.06.2024/ AT0000A34XS8 /
2024-05-17 9:15:41 AM |
Chg.-0.006 |
Bid2:48:09 PM |
Ask2:48:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.383EUR |
-1.54% |
0.392 Bid Size: 10,000 |
0.413 Ask Size: 10,000 |
VOESTALPINE AG |
30.00 - |
2024-06-21 |
Put |
Master data
WKN: |
EB1EMU |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-26 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.46 |
Historic volatility: |
0.24 |
Parity: |
0.41 |
Time value: |
0.02 |
Break-even: |
25.69 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
5.12% |
Delta: |
-0.83 |
Theta: |
-0.01 |
Omega: |
-4.97 |
Rho: |
-0.02 |
Quote data
Open: |
0.383 |
High: |
0.383 |
Low: |
0.383 |
Previous Close: |
0.389 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.74% |
1 Month |
|
|
-25.20% |
3 Months |
|
|
-15.82% |
YTD |
|
|
+23.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.389 |
1M High / 1M Low: |
0.524 |
0.389 |
6M High / 6M Low: |
0.560 |
0.292 |
High (YTD): |
2024-03-06 |
0.560 |
Low (YTD): |
2024-04-10 |
0.299 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.434 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.469 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.425 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.14% |
Volatility 6M: |
|
118.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |