Erste Bank Put 79.1632 OEWA 21.06.2024
/ AT0000A37TE9
Erste Bank Put 79.1632 OEWA 21.06.../ AT0000A37TE9 /
| 2024-06-18 5:00:04 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.366EUR |
- |
-
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: |
-12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.27 |
| Parity: |
0.53 |
| Time value: |
0.05 |
| Break-even: |
73.46 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.59% |
| Delta: |
-0.82 |
| Theta: |
-0.23 |
| Omega: |
-10.58 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.491 |
| High: |
0.491 |
| Low: |
0.366 |
| Previous Close: |
0.587 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.53% |
| 1 Month |
|
|
-47.56% |
| 3 Months |
|
|
-76.69% |
| YTD |
|
|
-28.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.587 |
0.287 |
| 1M High / 1M Low: |
0.723 |
0.287 |
| 6M High / 6M Low: |
2.030 |
0.287 |
| High (YTD): |
2024-02-14 |
2.030 |
| Low (YTD): |
2024-06-12 |
0.287 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.443 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.96% |
| Volatility 6M: |
|
195.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
