Erste Bank Put 24 ATS 20.12.2024/  AT0000A38Y66  /

EUWAX
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:   -