Erste Bank Put 79.1632 OEWA 21.06.2024
/ AT0000A37TE9
Erste Bank Put 79.1632 OEWA 21.06.../ AT0000A37TE9 /
2024-06-04 5:00:24 PM |
Chg.+0.015 |
Bid7:40:59 AM |
Ask7:40:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.352EUR |
+4.45% |
- Bid Size: - |
- Ask Size: - |
VERBUND AG INH... |
79.1632 EUR |
2024-06-21 |
Put |
Master data
WKN: |
EB1FJC |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
VERBUND AG INH. A |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
79.16 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-19 |
Last trading day: |
2024-06-18 |
Ratio: |
9.89:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
0.17 |
Time value: |
0.17 |
Break-even: |
75.79 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.02 |
Spread %: |
6.23% |
Delta: |
-0.58 |
Theta: |
-0.07 |
Omega: |
-13.30 |
Rho: |
-0.02 |
Quote data
Open: |
0.276 |
High: |
0.352 |
Low: |
0.276 |
Previous Close: |
0.337 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-37.48% |
1 Month |
|
|
-63.22% |
3 Months |
|
|
-74.68% |
YTD |
|
|
-30.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.563 |
0.337 |
1M High / 1M Low: |
0.966 |
0.337 |
6M High / 6M Low: |
2.030 |
0.337 |
High (YTD): |
2024-02-14 |
2.030 |
Low (YTD): |
2024-06-03 |
0.337 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.453 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.639 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.087 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
287.38% |
Volatility 6M: |
|
170.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |