Erste Bank Put 46 AZ2 20.12.2024
/ AT0000A390S9
Erste Bank Put 46 AZ2 20.12.2024/ AT0000A390S9 /
| 8/29/2024 5:00:30 PM |
Chg.- |
Bid7:49:00 AM |
Ask7:49:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
46.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
EB1F3A |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-97.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-1.26 |
| Time value: |
0.06 |
| Break-even: |
45.40 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.02 |
| Spread %: |
57.89% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-9.30 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.034 |
| Previous Close: |
0.037 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-29.17% |
| 3 Months |
|
|
-67.92% |
| YTD |
|
|
-81.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.034 |
| 1M High / 1M Low: |
0.082 |
0.034 |
| 6M High / 6M Low: |
0.178 |
0.034 |
| High (YTD): |
1/17/2024 |
0.250 |
| Low (YTD): |
8/29/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.80% |
| Volatility 6M: |
|
151.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
