Erste Bank Put 22 ATS 20.12.2024
/ AT0000A38Y58
Erste Bank Put 22 ATS 20.12.2024/ AT0000A38Y58 /
| 11/8/2024 5:00:12 PM |
Chg.+0.074 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.511EUR |
+16.93% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
22.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.45 |
| Parity: |
0.47 |
| Time value: |
0.06 |
| Break-even: |
16.65 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
8.30% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-2.39 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.459 |
| High: |
0.511 |
| Low: |
0.459 |
| Previous Close: |
0.437 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.56% |
| 1 Month |
|
|
+87.87% |
| 3 Months |
|
|
-29.81% |
| YTD |
|
|
+168.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.572 |
0.437 |
| 1M High / 1M Low: |
0.572 |
0.256 |
| 6M High / 6M Low: |
0.728 |
0.256 |
| High (YTD): |
8/9/2024 |
0.728 |
| Low (YTD): |
1/2/2024 |
0.206 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.509 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.43% |
| Volatility 6M: |
|
136.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
