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Erste Bank Put 30 VAS 21.06.2024/  AT0000A34XS8  /

EUWAX
6/7/2024  9:15:52 AM Chg.-0.022 Bid10:21:31 AM Ask10:21:31 AM Underlying Strike price Expiration date Option type
0.358EUR -5.79% 0.376
Bid Size: 10,000		 0.396
Ask Size: 10,000		 VOESTALPINE AG 30.00 - 6/21/2024 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: 6/21/2024
Issue date: 5/26/2023
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.91
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.36
Implied volatility: 0.61
Historic volatility: 0.24
Parity: 0.36
Time value: 0.02
Break-even: 26.18
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 5.52%
Delta: -0.84
Theta: -0.02
Omega: -5.83
Rho: -0.01
 

Quote data

Open: 0.358
High: 0.358
Low: 0.358
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.72%
1 Month
  -22.51%
3 Months
  -34.31%
YTD  
+15.11%
1 Year  
+13.65%
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): 3/6/2024 0.560
Low (YTD): 4/10/2024 0.299
52W High: 10/25/2023 0.707
52W Low: 6/14/2023 0.262
Avg. price 1W:   0.383
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.428
Avg. volume 1Y:   0.000
Volatility 1M:   144.48%
Volatility 6M:   126.84%
Volatility 1Y:   104.99%
Volatility 3Y:   -