Erste Bank Put 15 RAW 20.12.2024
/ AT0000A38ZW6
Erste Bank Put 15 RAW 20.12.2024/ AT0000A38ZW6 /
2024-07-08 5:00:26 PM |
Chg.- |
Bid7:49:00 AM |
Ask7:49:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
- |
- Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... |
15.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
EB1F19 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-21.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
-0.23 |
Time value: |
0.08 |
Break-even: |
14.19 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.02 |
Spread %: |
35.00% |
Delta: |
-0.24 |
Theta: |
0.00 |
Omega: |
-5.14 |
Rho: |
-0.02 |
Quote data
Open: |
0.059 |
High: |
0.059 |
Low: |
0.056 |
Previous Close: |
0.059 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.85% |
1 Month |
|
|
-17.65% |
3 Months |
|
|
-24.32% |
YTD |
|
|
-1.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.066 |
0.056 |
1M High / 1M Low: |
0.099 |
0.056 |
6M High / 6M Low: |
0.113 |
0.043 |
High (YTD): |
2024-03-21 |
0.113 |
Low (YTD): |
2024-03-06 |
0.043 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.061 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.073 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.069 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.83% |
Volatility 6M: |
|
182.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |