Erste Bank Put 46 AZ2 20.12.2024
/ AT0000A390S9
Erste Bank Put 46 AZ2 20.12.2024/ AT0000A390S9 /
30/08/2024 17:00:25 |
Chg.-0.002 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
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: |
-108.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
-1.34 |
Time value: |
0.06 |
Break-even: |
45.45 |
Moneyness: |
0.77 |
Premium: |
0.23 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.02 |
Spread %: |
61.76% |
Delta: |
-0.09 |
Theta: |
-0.01 |
Omega: |
-9.36 |
Rho: |
-0.02 |
Quote data
Open: |
0.035 |
High: |
0.035 |
Low: |
0.032 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-67.35% |
YTD |
|
|
-82.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.032 |
1M High / 1M Low: |
0.082 |
0.032 |
6M High / 6M Low: |
0.178 |
0.032 |
High (YTD): |
17/01/2024 |
0.250 |
Low (YTD): |
30/08/2024 |
0.032 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.055 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.91% |
Volatility 6M: |
|
150.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |