Erste Bank Put 18 RAW 20.12.2024
/ AT0000A3AEP4
Erste Bank Put 18 RAW 20.12.2024/ AT0000A3AEP4 /
9/11/2024 5:00:11 PM |
Chg.-0.003 |
Bid5:08:59 PM |
Ask5:08:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.192EUR |
-1.54% |
0.189 Bid Size: 10,000 |
0.210 Ask Size: 10,000 |
RAIFFEISEN BK INTL I... |
18.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
EB1GAL |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/2/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
0.13 |
Time value: |
0.08 |
Break-even: |
15.93 |
Moneyness: |
1.08 |
Premium: |
0.05 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
8.38% |
Delta: |
-0.58 |
Theta: |
-0.01 |
Omega: |
-4.65 |
Rho: |
-0.03 |
Quote data
Open: |
0.180 |
High: |
0.192 |
Low: |
0.180 |
Previous Close: |
0.195 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+71.43% |
1 Month |
|
|
-8.13% |
3 Months |
|
|
-10.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.195 |
0.105 |
1M High / 1M Low: |
0.195 |
0.103 |
6M High / 6M Low: |
0.273 |
0.103 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.155 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.188 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.91% |
Volatility 6M: |
|
182.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |