Erste Bank Put 20 ATS 20.06.2025
/ AT0000A3DN36
Erste Bank Put 20 ATS 20.06.2025/ AT0000A3DN36 /
09/08/2024 17:00:21 |
Chg.+0.043 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.644EUR |
+7.15% |
- Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
20.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
EB1LVU |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
19/06/2024 |
Last trading day: |
17/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.73 |
Historic volatility: |
0.43 |
Parity: |
0.47 |
Time value: |
0.22 |
Break-even: |
13.14 |
Moneyness: |
1.30 |
Premium: |
0.14 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
6.52% |
Delta: |
-0.50 |
Theta: |
-0.01 |
Omega: |
-1.13 |
Rho: |
-0.13 |
Quote data
Open: |
0.604 |
High: |
0.644 |
Low: |
0.604 |
Previous Close: |
0.601 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.46% |
1 Month |
|
|
+63.87% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.644 |
0.568 |
1M High / 1M Low: |
0.644 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.592 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |