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Erste Bank Put 30 VAS 21.06.2024/  AT0000A34XS8  /

EUWAX
05/06/2024  09:15:45 Chg.-0.080 Bid14:51:51 Ask14:51:51 Underlying Strike price Expiration date Option type
0.348EUR -18.69% 0.356
Bid Size: 10,000		 0.376
Ask Size: 10,000		 VOESTALPINE AG 30.00 - 21/06/2024 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: 21/06/2024
Issue date: 26/05/2023
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.57
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 0.66
Historic volatility: 0.24
Parity: 0.44
Time value: 0.02
Break-even: 25.40
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 4.55%
Delta: -0.86
Theta: -0.02
Omega: -4.76
Rho: -0.01
 

Quote data

Open: 0.348
High: 0.348
Low: 0.348
Previous Close: 0.428
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.95%
1 Month
  -21.27%
3 Months
  -37.30%
YTD  
+11.90%
1 Year
  -2.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.428 0.348
1M High / 1M Low: 0.522 0.307
6M High / 6M Low: 0.560 0.292
High (YTD): 06/03/2024 0.560
Low (YTD): 10/04/2024 0.299
52W High: 25/10/2023 0.707
52W Low: 14/06/2023 0.262
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   0.428
Avg. volume 1Y:   0.000
Volatility 1M:   149.35%
Volatility 6M:   126.72%
Volatility 1Y:   105.02%
Volatility 3Y:   -