Erste Bank Put 20 ATS 20.12.2024
/ AT0000A38Y41
Erste Bank Put 20 ATS 20.12.2024/ AT0000A38Y41 /
| 05/07/2024 17:00:25 |
Chg.+0.047 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.302EUR |
+18.43% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
20.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
EB1F0R |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.42 |
| Parity: |
0.04 |
| Time value: |
0.32 |
| Break-even: |
16.48 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
13.18% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-2.30 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.273 |
| High: |
0.302 |
| Low: |
0.265 |
| Previous Close: |
0.255 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.79% |
| 1 Month |
|
|
+23.77% |
| 3 Months |
|
|
-11.44% |
| YTD |
|
|
+125.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.302 |
0.232 |
| 1M High / 1M Low: |
0.302 |
0.206 |
| 6M High / 6M Low: |
0.472 |
0.150 |
| High (YTD): |
19/03/2024 |
0.472 |
| Low (YTD): |
02/01/2024 |
0.145 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.13% |
| Volatility 6M: |
|
132.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
