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Erste Bank Put 74.2155 OEWA 20.09.../  AT0000A37TD1  /

EUWAX
2024-06-18  9:15:42 AM Chg.-0.043 Bid11:38:00 AM Ask11:38:00 AM Underlying Strike price Expiration date Option type
0.416EUR -9.37% 0.398
Bid Size: 10,000		 0.419
Ask Size: 10,000		 VERBUND AG INH... 74.2155 EUR 2024-09-20 Put
 

Master data

WKN: EB1FJD
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 74.22 EUR
Maturity: 2024-09-20
Issue date: 2023-10-19
Last trading day: 2024-09-17
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -16.04
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.03
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 0.03
Time value: 0.44
Break-even: 69.61
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 4.48%
Delta: -0.45
Theta: -0.02
Omega: -7.28
Rho: -0.10
 

Quote data

Open: 0.416
High: 0.416
Low: 0.416
Previous Close: 0.459
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.48%
1 Month
  -22.96%
3 Months
  -64.14%
YTD
  -3.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.463 0.342
1M High / 1M Low: 0.552 0.342
6M High / 6M Low: 1.610 0.342
High (YTD): 2024-02-14 1.610
Low (YTD): 2024-06-12 0.342
52W High: - -
52W Low: - -
Avg. price 1W:   0.411
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.844
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.09%
Volatility 6M:   142.09%
Volatility 1Y:   -
Volatility 3Y:   -