Erste Bank Put 28 ATS 20.09.2024
/ AT0000A36M88
Erste Bank Put 28 ATS 20.09.2024/ AT0000A36M88 /
| 11/07/2024 17:00:07 |
Chg.-0.019 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.794EUR |
-2.34% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
28.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
EB1E0W |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.42 |
| Parity: |
0.78 |
| Time value: |
0.07 |
| Break-even: |
19.56 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
4.98% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-1.82 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.811 |
| High: |
0.811 |
| Low: |
0.794 |
| Previous Close: |
0.813 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.59% |
| 1 Month |
|
|
+33.00% |
| 3 Months |
|
|
-15.62% |
| YTD |
|
|
+92.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.843 |
0.738 |
| 1M High / 1M Low: |
0.843 |
0.597 |
| 6M High / 6M Low: |
1.160 |
0.502 |
| High (YTD): |
19/03/2024 |
1.160 |
| Low (YTD): |
02/01/2024 |
0.447 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.11% |
| Volatility 6M: |
|
100.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
