Erste Bank Put 30 VAS 21.06.2024
/ AT0000A34XS8
Erste Bank Put 30 VAS 21.06.2024/ AT0000A34XS8 /
| 2024-05-21 9:15:27 AM |
Chg.+0.015 |
Bid9:35:29 AM |
Ask9:35:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.363EUR |
+4.31% |
0.353
Bid Size: 10,000 |
0.374
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: |
-6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
0.39 |
| Time value: |
0.02 |
| Break-even: |
25.92 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
5.43% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-5.27 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.363 |
| High: |
0.363 |
| Low: |
0.363 |
| Previous Close: |
0.348 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.97% |
| 1 Month |
|
|
-27.69% |
| 3 Months |
|
|
-25.77% |
| YTD |
|
|
+16.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.444 |
0.348 |
| 1M High / 1M Low: |
0.524 |
0.348 |
| 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: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.29% |
| Volatility 6M: |
|
118.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
