Erste Bank Put 16 ATS 20.12.2024
/ AT0000A3CFS1
Erste Bank Put 16 ATS 20.12.2024/ AT0000A3CFS1 /
| 16/10/2024 09:16:24 |
Chg.+0.003 |
Bid14:10:49 |
Ask14:10:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
+6.67% |
0.054
Bid Size: 10,000 |
0.094
Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
16.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
EB1LEQ |
| 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: |
20/12/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.44 |
| Parity: |
-0.51 |
| Time value: |
0.08 |
| Break-even: |
15.16 |
| Moneyness: |
0.76 |
| Premium: |
0.28 |
| Premium p.a.: |
3.01 |
| Spread abs.: |
0.04 |
| Spread %: |
95.35% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-4.27 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.048 |
| High: |
0.048 |
| Low: |
0.048 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-62.50% |
| 3 Months |
|
|
-55.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.044 |
| 1M High / 1M Low: |
0.128 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
