Erste Bank Put 55 0B2 20.12.2024
/ AT0000A3DN51
Erste Bank Put 55 0B2 20.12.2024/ AT0000A3DN51 /
| 16/08/2024 17:00:26 |
Chg.-0.001 |
Bid17:45:01 |
Ask17:45:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
-0.94% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
55.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
EB1LVY |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/06/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-54.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-1.25 |
| Time value: |
0.12 |
| Break-even: |
53.76 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.02 |
| Spread %: |
19.23% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-7.75 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.105 |
| Previous Close: |
0.106 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-14.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.136 |
0.106 |
| 1M High / 1M Low: |
0.193 |
0.106 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
