Erste Bank Put 20 ATS 20.12.2024
/ AT0000A38Y41
Erste Bank Put 20 ATS 20.12.2024/ AT0000A38Y41 /
| 2024-06-11 9:22:14 AM |
Chg.+0.048 |
Bid3:44:45 PM |
Ask3:44:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+22.64% |
0.213
Bid Size: 10,000 |
0.254
Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
20.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F0R |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.42 |
| Parity: |
-0.29 |
| Time value: |
0.25 |
| Break-even: |
17.53 |
| Moneyness: |
0.87 |
| Premium: |
0.24 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.04 |
| Spread %: |
19.90% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-2.65 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.212 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.47% |
| 1 Month |
|
|
-3.35% |
| 3 Months |
|
|
-37.65% |
| YTD |
|
|
+94.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.281 |
0.206 |
| 1M High / 1M Low: |
0.295 |
0.194 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-19 |
0.472 |
| Low (YTD): |
2024-01-02 |
0.145 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
