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Erste Bank Put 26 CAI 20.12.2024/  AT0000A390X9  /

EUWAX
2024-06-27  9:15:37 AM Chg.-0.005 Bid1:19:49 PM Ask1:19:49 PM Underlying Strike price Expiration date Option type
0.151EUR -3.21% 0.142
Bid Size: 10,000		 0.162
Ask Size: 10,000		 CA Immobilien Anlage... 26.00 EUR 2024-12-20 Put
 

Master data

WKN: EB1F3G
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: CA Immobilien Anlagen AG
Type: Warrant
Option type: Put
Strike price: 26.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-21
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.95
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.15
Parity: -0.30
Time value: 0.17
Break-even: 24.29
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 13.25%
Delta: -0.28
Theta: -0.01
Omega: -4.76
Rho: -0.05
 

Quote data

Open: 0.151
High: 0.151
Low: 0.151
Previous Close: 0.156
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.19%
1 Month  
+62.37%
3 Months  
+93.59%
YTD  
+73.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.156 0.098
1M High / 1M Low: 0.156 0.067
6M High / 6M Low: 0.169 0.067
High (YTD): 2024-02-07 0.169
Low (YTD): 2024-06-07 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.52%
Volatility 6M:   108.98%
Volatility 1Y:   -
Volatility 3Y:   -