Erste Bank Put 20 ATS 20.12.2024
/ AT0000A38Y41
Erste Bank Put 20 ATS 20.12.2024/ AT0000A38Y41 /
7/26/2024 5:00:24 PM |
Chg.-0.027 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.331EUR |
-7.54% |
- Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
20.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/21/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.70 |
Historic volatility: |
0.42 |
Parity: |
0.08 |
Time value: |
0.28 |
Break-even: |
16.33 |
Moneyness: |
1.04 |
Premium: |
0.15 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.04 |
Spread %: |
12.58% |
Delta: |
-0.44 |
Theta: |
-0.01 |
Omega: |
-2.29 |
Rho: |
-0.05 |
Quote data
Open: |
0.373 |
High: |
0.373 |
Low: |
0.331 |
Previous Close: |
0.358 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.88% |
1 Month |
|
|
+36.78% |
3 Months |
|
|
+31.87% |
YTD |
|
|
+147.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.358 |
0.298 |
1M High / 1M Low: |
0.358 |
0.232 |
6M High / 6M Low: |
0.472 |
0.162 |
High (YTD): |
3/19/2024 |
0.472 |
Low (YTD): |
1/2/2024 |
0.145 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.323 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.283 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.39% |
Volatility 6M: |
|
119.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |