Erste Bank Put 26 CAI 21.03.2025
/ AT0000A3AD07
Erste Bank Put 26 CAI 21.03.2025/ AT0000A3AD07 /
| 08/11/2024 17:00:18 |
Chg.+0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.483EUR |
+2.11% |
-
Bid Size: - |
-
Ask Size: - |
CA Immobilien Anlage... |
26.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
EB1F81 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
CA Immobilien Anlagen AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
0.40 |
| Time value: |
0.10 |
| Break-even: |
21.02 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
4.18% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-2.88 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.478 |
| High: |
0.483 |
| Low: |
0.478 |
| Previous Close: |
0.473 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.86% |
| 1 Month |
|
|
+61.54% |
| 3 Months |
|
|
+327.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.493 |
0.473 |
| 1M High / 1M Low: |
0.493 |
0.298 |
| 6M High / 6M Low: |
0.522 |
0.096 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.481 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.52% |
| Volatility 6M: |
|
161.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
