Erste Bank Put 46 AZ2 20.12.2024
/ AT0000A390S9
Erste Bank Put 46 AZ2 20.12.2024/ AT0000A390S9 /
7/26/2024 9:16:45 AM |
Chg.-0.005 |
Bid1:39:34 PM |
Ask1:39:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
-7.14% |
0.068 Bid Size: 10,000 |
0.089 Ask Size: 10,000 |
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: |
-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): |
1/17/2024 |
0.250 |
Low (YTD): |
6/12/2024 |
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: |
|
- |