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: |
-2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.43 |
| Parity: |
0.60 |
| Time value: |
0.13 |
| Break-even: |
16.64 |
| Moneyness: |
1.33 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
5.90% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-1.57 |
| 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 |
|
|
+7.62% |
| 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 |
0.643 |
| 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: |
|
0.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.30% |
| Volatility 6M: |
|
104.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
