Erste Bank Put 46 AZ2 20.12.2024
/ AT0000A390S9
Erste Bank Put 46 AZ2 20.12.2024/ AT0000A390S9 /
| 26/07/2024 09:16:45 |
Chg.-0.005 |
Bid10:55:51 |
Ask10:55:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
-7.14% |
0.072
Bid Size: 10,000 |
0.092
Ask Size: 10,000 |
ANDRITZ AG |
46.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-74.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-1.13 |
| Time value: |
0.08 |
| Break-even: |
45.23 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
35.09% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-8.66 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.065 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.42% |
| 1 Month |
|
|
-9.72% |
| 3 Months |
|
|
-63.48% |
| YTD |
|
|
-64.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.070 |
| 1M High / 1M Low: |
0.086 |
0.067 |
| 6M High / 6M Low: |
0.178 |
0.054 |
| High (YTD): |
17/01/2024 |
0.250 |
| Low (YTD): |
12/06/2024 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.30% |
| Volatility 6M: |
|
141.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
