Erste Bank Put 22 VAS 21.03.2025/  AT0000A3ACA0  /

EUWAX
7/8/2024  5:00:06 PM Chg.- Bid9:01:21 AM Ask9:01:21 AM Underlying Strike price Expiration date Option type
0.121EUR - 0.107
Bid Size: 10,000
0.128
Ask Size: 10,000
VOESTALPINE AG 22.00 EUR 3/21/2025 Put
 

Master data

WKN: EB1F78
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 22.00 EUR
Maturity: 3/21/2025
Issue date: 2/2/2024
Last trading day: 3/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -0.37
Time value: 0.14
Break-even: 20.61
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 17.80%
Delta: -0.24
Theta: 0.00
Omega: -4.37
Rho: -0.05
 

Quote data

Open: 0.121
High: 0.121
Low: 0.121
Previous Close: 0.116
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+6.14%
3 Months
  -3.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.116
1M High / 1M Low: 0.144 0.113
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -