Erste Bank Put 22 ATS 20.12.2024
/ AT0000A38Y58
Erste Bank Put 22 ATS 20.12.2024/ AT0000A38Y58 /
| 2024-07-26 5:00:24 PM |
Chg.-0.034 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.462EUR |
-6.85% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
22.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F0Q |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.42 |
| Parity: |
0.28 |
| Time value: |
0.21 |
| Break-even: |
17.03 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
8.99% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-2.02 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.513 |
| High: |
0.513 |
| Low: |
0.462 |
| Previous Close: |
0.496 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.45% |
| 1 Month |
|
|
+34.30% |
| 3 Months |
|
|
+30.14% |
| YTD |
|
|
+143.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.496 |
0.419 |
| 1M High / 1M Low: |
0.496 |
0.332 |
| 6M High / 6M Low: |
0.623 |
0.238 |
| High (YTD): |
2024-03-19 |
0.623 |
| Low (YTD): |
2024-01-02 |
0.206 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.77% |
| Volatility 6M: |
|
106.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
