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Erste Bank Put 26 ATS 20.09.2024/  AT0000A36M70  /

EUWAX
9/4/2024  9:16:15 AM Chg.+0.022 Bid11:12:54 AM Ask11:12:54 AM Underlying Strike price Expiration date Option type
0.865EUR +2.61% 0.883
Bid Size: 10,000		 0.924
Ask Size: 10,000		 AT+S AUSTR.T.+SYSTEM... 26.00 - 9/20/2024 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: 9/20/2024
Issue date: 8/23/2023
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.98
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: 1.66
Historic volatility: 0.43
Parity: 0.84
Time value: 0.04
Break-even: 17.12
Moneyness: 1.48
Premium: 0.03
Premium p.a.: 0.76
Spread abs.: 0.04
Spread %: 4.84%
Delta: -0.83
Theta: -0.05
Omega: -1.64
Rho: -0.01
 

Quote data

Open: 0.865
High: 0.865
Low: 0.865
Previous Close: 0.843
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month
  -9.90%
3 Months  
+51.75%
YTD  
+181.76%
1 Year  
+257.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.875 0.755
1M High / 1M Low: 1.070 0.755
6M High / 6M Low: 1.070 0.436
High (YTD): 8/9/2024 1.070
Low (YTD): 1/2/2024 0.335
52W High: 8/9/2024 1.070
52W Low: 9/7/2023 0.236
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.939
Avg. volume 1M:   0.000
Avg. price 6M:   0.695
Avg. volume 6M:   0.000
Avg. price 1Y:   0.545
Avg. volume 1Y:   0.000
Volatility 1M:   72.80%
Volatility 6M:   109.86%
Volatility 1Y:   112.10%
Volatility 3Y:   -