Erste Bank Put 64.3201 OEWA 20.12.2024
/ AT0000A3AD98
Erste Bank Put 64.3201 OEWA 20.12.../ AT0000A3AD98 /
17/05/2024 17:00:12 |
Chg.-0.002 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.326EUR |
-0.61% |
- Bid Size: - |
- Ask Size: - |
VERBUND AG INH... |
64.3201 EUR |
20/12/2024 |
Put |
Master data
WKN: |
EB1F9B |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
VERBUND AG INH. A |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
64.32 EUR |
Maturity: |
20/12/2024 |
Issue date: |
02/02/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
9.89:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-0.81 |
Time value: |
0.35 |
Break-even: |
60.90 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
6.14% |
Delta: |
-0.26 |
Theta: |
-0.01 |
Omega: |
-5.40 |
Rho: |
-0.13 |
Quote data
Open: |
0.336 |
High: |
0.336 |
Low: |
0.326 |
Previous Close: |
0.328 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.41% |
1 Month |
|
|
-36.33% |
3 Months |
|
|
-64.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.365 |
0.300 |
1M High / 1M Low: |
0.533 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.428 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |