Erste Bank Put 26 VAS 20.06.2025
/ AT0000A3CGB5
Erste Bank Put 26 VAS 20.06.2025/ AT0000A3CGB5 /
| 2024-12-20 5:00:25 PM |
Chg.-0.002 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.805EUR |
-0.25% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
EB1LE7 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.26 |
| Parity: |
0.80 |
| Time value: |
0.02 |
| Break-even: |
17.79 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
2.37% |
| Delta: |
-0.81 |
| Theta: |
0.00 |
| Omega: |
-1.77 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.844 |
| High: |
0.844 |
| Low: |
0.805 |
| Previous Close: |
0.807 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+3.74% |
| 3 Months |
|
|
+55.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.807 |
0.771 |
| 1M High / 1M Low: |
0.807 |
0.648 |
| 6M High / 6M Low: |
0.811 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.789 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.751 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.540 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.22% |
| Volatility 6M: |
|
88.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
