Erste Bank Put 26 VAS 20.12.2024
/ AT0000A38YN8
Erste Bank Put 26 VAS 20.12.2024/ AT0000A38YN8 /
09/09/2024 17:00:28 |
Chg.+0.014 |
Bid17:18:21 |
Ask17:18:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+2.61% |
0.542 Bid Size: 10,000 |
0.562 Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
EB1F09 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
26.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
21/12/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.43 |
Historic volatility: |
0.24 |
Parity: |
0.53 |
Time value: |
0.02 |
Break-even: |
20.49 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
3.96% |
Delta: |
-0.80 |
Theta: |
0.00 |
Omega: |
-3.01 |
Rho: |
-0.06 |
Quote data
Open: |
0.521 |
High: |
0.550 |
Low: |
0.521 |
Previous Close: |
0.536 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.14% |
1 Month |
|
|
+36.82% |
3 Months |
|
|
+144.44% |
YTD |
|
|
+107.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.536 |
0.404 |
1M High / 1M Low: |
0.536 |
0.402 |
6M High / 6M Low: |
0.536 |
0.208 |
High (YTD): |
06/09/2024 |
0.536 |
Low (YTD): |
28/05/2024 |
0.208 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.475 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.449 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.306 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.99% |
Volatility 6M: |
|
111.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |