Erste Bank Put 79.1632 OEWA 20.12.2024
/ AT0000A38ZX4
Erste Bank Put 79.1632 OEWA 20.12.../ AT0000A38ZX4 /
| 08/08/2024 17:00:27 |
Chg.-0.097 |
Bid07:49:01 |
Ask07:49:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.662EUR |
-12.78% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
79.1632 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
EB1F2J |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
79.16 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.44 |
| Time value: |
0.35 |
| Break-even: |
71.42 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.76% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-5.30 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.742 |
| High: |
0.742 |
| Low: |
0.662 |
| Previous Close: |
0.759 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.23% |
| 1 Month |
|
|
-7.41% |
| 3 Months |
|
|
-40.89% |
| YTD |
|
|
-12.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.911 |
0.662 |
| 1M High / 1M Low: |
0.911 |
0.662 |
| 6M High / 6M Low: |
2.100 |
0.662 |
| High (YTD): |
14/02/2024 |
2.100 |
| Low (YTD): |
08/08/2024 |
0.662 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.219 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.36% |
| Volatility 6M: |
|
105.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
