Erste Bank Put 64.3201 OEWA 20.12.../  AT0000A3AD98  /

EUWAX
30/08/2024  17:00:11 Chg.-0.016 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.114EUR -12.31% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 64.3201 EUR 20/12/2024 Put
 

Master data

WKN: EB1F9B
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 64.32 EUR
Maturity: 20/12/2024
Issue date: 02/02/2024
Last trading day: 17/12/2024
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -59.54
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -1.30
Time value: 0.13
Break-even: 63.02
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 18.02%
Delta: -0.15
Theta: -0.01
Omega: -8.72
Rho: -0.04
 

Quote data

Open: 0.114
High: 0.114
Low: 0.114
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.87%
1 Month
  -41.24%
3 Months
  -58.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.106
1M High / 1M Low: 0.232 0.106
6M High / 6M Low: 0.786 0.106
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.357
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.25%
Volatility 6M:   141.82%
Volatility 1Y:   -
Volatility 3Y:   -