Erste Bank Put 22 VAS 20.12.2024
/ AT0000A38YQ1
Erste Bank Put 22 VAS 20.12.2024/ AT0000A38YQ1 /
| 2024-05-27 5:00:24 PM |
Chg.-0.006 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
22.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F07 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-27.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-0.48 |
| Time value: |
0.10 |
| Break-even: |
21.04 |
| Moneyness: |
0.82 |
| Premium: |
0.21 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
26.32% |
| Delta: |
-0.19 |
| Theta: |
0.00 |
| Omega: |
-5.28 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.072 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.86% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
-54.14% |
| YTD |
|
|
-47.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.075 |
| 1M High / 1M Low: |
0.122 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-14 |
0.189 |
| Low (YTD): |
2024-05-23 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
