Erste Bank Put 48 AZ2 20.12.2024
/ AT0000A390T7
Erste Bank Put 48 AZ2 20.12.2024/ AT0000A390T7 /
2024-09-20 5:00:29 PM |
Chg.-0.006 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
-33.33% |
- Bid Size: - |
- Ask Size: - |
ANDRITZ AG |
48.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
EB1F29 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-167.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
-1.56 |
Time value: |
0.04 |
Break-even: |
47.62 |
Moneyness: |
0.75 |
Premium: |
0.25 |
Premium p.a.: |
1.46 |
Spread abs.: |
0.02 |
Spread %: |
123.53% |
Delta: |
-0.06 |
Theta: |
-0.01 |
Omega: |
-10.50 |
Rho: |
-0.01 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.012 |
Previous Close: |
0.018 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-83.10% |
3 Months |
|
|
-88.24% |
YTD |
|
|
-94.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.007 |
1M High / 1M Low: |
0.071 |
0.007 |
6M High / 6M Low: |
0.236 |
0.007 |
High (YTD): |
2024-01-17 |
0.310 |
Low (YTD): |
2024-09-18 |
0.007 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.042 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.108 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
600.82% |
Volatility 6M: |
|
283.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |