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Erste Bank Put 64.3201 OEWA 20.09.../  AT0000A36MJ5  /

EUWAX
2024-05-22  9:15:05 AM Chg.-0.022 Bid3:39:53 PM Ask3:39:53 PM Underlying Strike price Expiration date Option type
0.193EUR -10.23% 0.156
Bid Size: 10,000		 0.177
Ask Size: 10,000		 VERBUND AG INH... 64.3201 EUR 2024-09-20 Put
 

Master data

WKN: EB1E1C
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 64.32 EUR
Maturity: 2024-09-20
Issue date: 2023-08-23
Last trading day: 2024-09-17
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -35.70
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -1.03
Time value: 0.21
Break-even: 62.23
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 11.05%
Delta: -0.20
Theta: -0.02
Omega: -7.23
Rho: -0.06
 

Quote data

Open: 0.193
High: 0.193
Low: 0.193
Previous Close: 0.215
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.93%
1 Month
  -56.82%
3 Months
  -77.48%
YTD
  -17.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.217 0.199
1M High / 1M Low: 0.447 0.195
6M High / 6M Low: 0.903 0.177
High (YTD): 2024-02-14 0.903
Low (YTD): 2024-05-14 0.195
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.15%
Volatility 6M:   155.70%
Volatility 1Y:   -
Volatility 3Y:   -