Erste Bank Put 44 0B2 20.12.2024
/ AT0000A38Y90
Erste Bank Put 44 0B2 20.12.2024/ AT0000A38Y90 /
2024-07-25 9:16:28 AM |
Chg.+0.001 |
Bid10:04:29 AM |
Ask10:04:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.045EUR |
+2.27% |
0.047 Bid Size: 10,000 |
0.067 Ask Size: 10,000 |
BAWAG GROUP AG |
44.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
EB1F0S |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
44.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-105.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.24 |
Parity: |
-2.35 |
Time value: |
0.06 |
Break-even: |
43.36 |
Moneyness: |
0.65 |
Premium: |
0.36 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.02 |
Spread %: |
45.45% |
Delta: |
-0.06 |
Theta: |
-0.01 |
Omega: |
-6.41 |
Rho: |
-0.02 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.045 |
Previous Close: |
0.044 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-19.64% |
3 Months |
|
|
-45.78% |
YTD |
|
|
-87.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.049 |
0.044 |
1M High / 1M Low: |
0.060 |
0.032 |
6M High / 6M Low: |
0.365 |
0.032 |
High (YTD): |
2024-01-17 |
0.475 |
Low (YTD): |
2024-07-08 |
0.032 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.142 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.03% |
Volatility 6M: |
|
142.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |