Erste Bank Put 24 ATS 20.12.2024
/ AT0000A38Y66
Erste Bank Put 24 ATS 20.12.2024/ AT0000A38Y66 /
30/08/2024 17:00:25 |
Chg.-0.003 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.692EUR |
-0.43% |
- Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
24.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
21/12/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.84 |
Historic volatility: |
0.43 |
Parity: |
0.61 |
Time value: |
0.13 |
Break-even: |
16.55 |
Moneyness: |
1.34 |
Premium: |
0.07 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.04 |
Spread %: |
5.67% |
Delta: |
-0.65 |
Theta: |
-0.01 |
Omega: |
-1.55 |
Rho: |
-0.06 |
Quote data
Open: |
0.702 |
High: |
0.702 |
Low: |
0.692 |
Previous Close: |
0.695 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.36% |
1 Month |
|
|
+27.21% |
3 Months |
|
|
+36.76% |
YTD |
|
|
+163.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.692 |
1M High / 1M Low: |
0.913 |
0.544 |
6M High / 6M Low: |
0.913 |
0.362 |
High (YTD): |
09/08/2024 |
0.913 |
Low (YTD): |
02/01/2024 |
0.283 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.790 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.582 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.13% |
Volatility 6M: |
|
104.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |