Erste Bank Put 24 AUS 21.06.2024
/ AT0000A34XG3
Erste Bank Put 24 AUS 21.06.2024/ AT0000A34XG3 /
| 2024-05-03 5:00:03 PM |
Chg.-0.012 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.387EUR |
-3.01% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
24.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
EB1EMJ |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.42 |
| Parity: |
0.38 |
| Time value: |
0.04 |
| Break-even: |
19.85 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
3.49% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-3.75 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.408 |
| High: |
0.408 |
| Low: |
0.387 |
| Previous Close: |
0.399 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.11% |
| 1 Month |
|
|
-20.21% |
| 3 Months |
|
|
+10.57% |
| YTD |
|
|
+131.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.399 |
0.325 |
| 1M High / 1M Low: |
0.601 |
0.325 |
| 6M High / 6M Low: |
0.763 |
0.126 |
| High (YTD): |
2024-03-19 |
0.763 |
| Low (YTD): |
2024-01-02 |
0.187 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.36% |
| Volatility 6M: |
|
180.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
