Erste Bank Put 16 ATS 20.09.2024
/ AT0000A3CFP7
Erste Bank Put 16 ATS 20.09.2024/ AT0000A3CFP7 /
16/08/2024 17:00:30 |
Chg.-0.023 |
Bid17:45:00 |
Ask17:45:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.111EUR |
-17.16% |
- Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
16.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
EB1LET |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
18/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.89 |
Historic volatility: |
0.43 |
Parity: |
0.00 |
Time value: |
0.17 |
Break-even: |
14.30 |
Moneyness: |
1.00 |
Premium: |
0.11 |
Premium p.a.: |
1.93 |
Spread abs.: |
0.04 |
Spread %: |
31.78% |
Delta: |
-0.44 |
Theta: |
-0.02 |
Omega: |
-4.12 |
Rho: |
-0.01 |
Quote data
Open: |
0.114 |
High: |
0.114 |
Low: |
0.111 |
Previous Close: |
0.134 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.47% |
1 Month |
|
|
+141.30% |
3 Months |
|
|
+117.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.172 |
0.132 |
1M High / 1M Low: |
0.172 |
0.039 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.147 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
440.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |