Erste Bank Put 74.2155 OEWA 20.12.2024
/ AT0000A38ZY2
Erste Bank Put 74.2155 OEWA 20.12.../ AT0000A38ZY2 /
| 2024-06-19 9:17:20 AM |
Chg.+0.003 |
Bid4:23:51 PM |
Ask4:23:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.567EUR |
+0.53% |
0.570
Bid Size: 10,000 |
0.591
Ask Size: 10,000 |
VERBUND AG INH... |
74.2155 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F2H |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.22 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-0.16 |
| Time value: |
0.59 |
| Break-even: |
68.41 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
3.71% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-5.07 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.567 |
| High: |
0.567 |
| Low: |
0.567 |
| Previous Close: |
0.564 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-20.37% |
| 3 Months |
|
|
-57.37% |
| YTD |
|
|
-0.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.661 |
0.540 |
| 1M High / 1M Low: |
0.724 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-14 |
1.690 |
| Low (YTD): |
2024-01-10 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.601 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
