Erste Bank Put 20 AUS 20.09.2024
/ AT0000A37RQ7
Erste Bank Put 20 AUS 20.09.2024/ AT0000A37RQ7 /
| 2024-04-30 5:00:03 PM |
Chg.-0.003 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.184EUR |
-1.60% |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
20.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
EB1FGH |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.42 |
| Parity: |
-0.09 |
| Time value: |
0.21 |
| Break-even: |
17.91 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
11.17% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-3.67 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.188 |
| High: |
0.188 |
| Low: |
0.184 |
| Previous Close: |
0.187 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.70% |
| 1 Month |
|
|
-32.10% |
| 3 Months |
|
|
+2.22% |
| YTD |
|
|
+85.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.235 |
0.184 |
| 1M High / 1M Low: |
0.316 |
0.184 |
| 6M High / 6M Low: |
0.437 |
0.092 |
| High (YTD): |
2024-03-19 |
0.437 |
| Low (YTD): |
2024-01-02 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.207 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.16% |
| Volatility 6M: |
|
180.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
