Erste Bank Put 22 ATS 20.09.2024
/ AT0000A37RR5
Erste Bank Put 22 ATS 20.09.2024/ AT0000A37RR5 /
| 2024-07-26 5:00:18 PM |
Chg.-0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.364EUR |
-9.90% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
22.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
EB1FGG |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.42 |
| Parity: |
0.28 |
| Time value: |
0.11 |
| Break-even: |
18.02 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.04 |
| Spread %: |
11.48% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-2.99 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.425 |
| High: |
0.425 |
| Low: |
0.364 |
| Previous Close: |
0.404 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.31% |
| 1 Month |
|
|
+45.60% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
+144.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.404 |
0.316 |
| 1M High / 1M Low: |
0.404 |
0.236 |
| 6M High / 6M Low: |
0.595 |
0.192 |
| High (YTD): |
2024-03-19 |
0.595 |
| Low (YTD): |
2024-01-02 |
0.164 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.353 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.05% |
| Volatility 6M: |
|
135.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
