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Erste Bank Put 79.1632 OEWA 20.12.../  AT0000A38ZX4  /

EUWAX
7/12/2024  9:17:09 AM Chg.+0.031 Bid12:52:33 PM Ask12:52:33 PM Underlying Strike price Expiration date Option type
0.706EUR +4.59% 0.703
Bid Size: 10,000		 0.724
Ask Size: 10,000		 VERBUND AG INH... 79.1632 EUR 12/20/2024 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: 12/20/2024
Issue date: 12/21/2023
Last trading day: 12/17/2024
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -11.00
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.18
Implied volatility: 0.33
Historic volatility: 0.27
Parity: 0.18
Time value: 0.53
Break-even: 72.13
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.89%
Delta: -0.47
Theta: -0.02
Omega: -5.17
Rho: -0.19
 

Quote data

Open: 0.706
High: 0.706
Low: 0.706
Previous Close: 0.675
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.85%
1 Month
  -8.90%
3 Months
  -48.47%
YTD
  -7.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.732 0.664
1M High / 1M Low: 0.938 0.664
6M High / 6M Low: 2.100 0.664
High (YTD): 2/14/2024 2.100
Low (YTD): 7/8/2024 0.664
52W High: - -
52W Low: - -
Avg. price 1W:   0.691
Avg. volume 1W:   0.000
Avg. price 1M:   0.786
Avg. volume 1M:   0.000
Avg. price 6M:   1.282
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.69%
Volatility 6M:   97.12%
Volatility 1Y:   -
Volatility 3Y:   -