Erste Bank Put 26 ATS 20.09.2024
/ AT0000A36M70
Erste Bank Put 26 ATS 20.09.2024/ AT0000A36M70 /
| 2024-07-29 5:00:08 PM |
Chg.-0.034 |
Bid5:45:00 PM |
Ask5:45:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.684EUR |
-4.74% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
26.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
EB1E0X |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.42 |
| Parity: |
0.68 |
| Time value: |
0.07 |
| Break-even: |
18.49 |
| Moneyness: |
1.36 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
5.77% |
| Delta: |
-0.76 |
| Theta: |
-0.02 |
| Omega: |
-1.93 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.716 |
| High: |
0.716 |
| Low: |
0.684 |
| Previous Close: |
0.718 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.05% |
| 1 Month |
|
|
+29.55% |
| 3 Months |
|
|
+23.91% |
| YTD |
|
|
+122.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.767 |
0.645 |
| 1M High / 1M Low: |
0.767 |
0.509 |
| 6M High / 6M Low: |
0.963 |
0.390 |
| High (YTD): |
2024-03-19 |
0.963 |
| Low (YTD): |
2024-01-02 |
0.335 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.625 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.74% |
| Volatility 6M: |
|
102.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
