Erste Bank Put 46 0B2 21.03.2025
/ AT0000A3AC24
Erste Bank Put 46 0B2 21.03.2025/ AT0000A3AC24 /
| 2024-07-25 9:15:22 AM |
Chg.+0.004 |
Bid11:01:45 AM |
Ask11:01:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.107EUR |
+3.88% |
0.108
Bid Size: 10,000 |
0.128
Ask Size: 10,000 |
BAWAG GROUP AG |
46.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
EB1F7W |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-54.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-2.15 |
| Time value: |
0.12 |
| Break-even: |
44.76 |
| Moneyness: |
0.68 |
| Premium: |
0.34 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
20.39% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-5.12 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.107 |
| High: |
0.107 |
| Low: |
0.107 |
| Previous Close: |
0.103 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.93% |
| 1 Month |
|
|
-3.60% |
| 3 Months |
|
|
-29.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.111 |
0.103 |
| 1M High / 1M Low: |
0.122 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
