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Erste Bank Put 24 ATS 20.12.2024/  AT0000A38Y66  /

EUWAX
2024-07-29  9:44:00 AM Chg.-0.003 Bid12:14:23 PM Ask12:14:23 PM Underlying Strike price Expiration date Option type
0.611EUR -0.49% 0.616
Bid Size: 10,000		 0.657
Ask Size: 10,000		 AT+S AUSTR.T.+SYSTEM... 24.00 - 2024-12-20 Put
 

Master data

WKN: EB1F0P
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 24.00 -
Maturity: 2024-12-20
Issue date: 2023-12-21
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.96
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.48
Implied volatility: 0.72
Historic volatility: 0.42
Parity: 0.48
Time value: 0.16
Break-even: 17.52
Moneyness: 1.25
Premium: 0.09
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 6.58%
Delta: -0.60
Theta: -0.01
Omega: -1.76
Rho: -0.07
 

Quote data

Open: 0.611
High: 0.611
Low: 0.611
Previous Close: 0.614
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.72%
1 Month  
+31.12%
3 Months  
+37.61%
YTD  
+132.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.653 0.562
1M High / 1M Low: 0.653 0.452
6M High / 6M Low: 0.790 0.330
High (YTD): 2024-03-19 0.790
Low (YTD): 2024-01-02 0.283
52W High: - -
52W Low: - -
Avg. price 1W:   0.601
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.05%
Volatility 6M:   97.59%
Volatility 1Y:   -
Volatility 3Y:   -