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Erste Bank Put 24 ATS 20.12.2024/  AT0000A38Y66  /

EUWAX
27/06/2024  09:15:34 Chg.+0.006 Bid27/06/2024 Ask27/06/2024 Underlying Strike price Expiration date Option type
0.447EUR +1.36% 0.447
Bid Size: 10,000		 0.488
Ask Size: 10,000		 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: -4.56
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.20
Implied volatility: 0.63
Historic volatility: 0.42
Parity: 0.20
Time value: 0.28
Break-even: 19.18
Moneyness: 1.09
Premium: 0.13
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 9.05%
Delta: -0.48
Theta: -0.01
Omega: -2.17
Rho: -0.07
 

Quote data

Open: 0.447
High: 0.447
Low: 0.447
Previous Close: 0.441
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.45%
1 Month  
+15.50%
3 Months
  -22.93%
YTD  
+69.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.458 0.441
1M High / 1M Low: 0.506 0.385
6M High / 6M Low: 0.790 0.263
High (YTD): 19/03/2024 0.790
Low (YTD): 02/01/2024 0.283
52W High: - -
52W Low: - -
Avg. price 1W:   0.451
Avg. volume 1W:   0.000
Avg. price 1M:   0.456
Avg. volume 1M:   0.000
Avg. price 6M:   0.484
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.71%
Volatility 6M:   104.15%
Volatility 1Y:   -
Volatility 3Y:   -