Erste Bank Put 64.3201 OEWA 21.03.2025
/ AT0000A3ADB6
Erste Bank Put 64.3201 OEWA 21.03.../ AT0000A3ADB6 /
| 2024-09-20 9:15:29 AM |
Chg.-0.008 |
Bid3:49:39 PM |
Ask3:49:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.235EUR |
-3.29% |
0.234
Bid Size: 10,000 |
0.254
Ask Size: 10,000 |
VERBUND AG INH... |
64.3201 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
EB1F89 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.32 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-03-18 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-28.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.79 |
| Time value: |
0.26 |
| Break-even: |
61.75 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
8.79% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-6.77 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.235 |
| High: |
0.235 |
| Low: |
0.235 |
| Previous Close: |
0.243 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.50% |
| 1 Month |
|
|
+4.91% |
| 3 Months |
|
|
-25.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.243 |
0.200 |
| 1M High / 1M Low: |
0.243 |
0.165 |
| 6M High / 6M Low: |
0.855 |
0.165 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.385 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.13% |
| Volatility 6M: |
|
122.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
