OverviewChartNewsTraderScreen

Erste Bank Put 24 ATS 21.06.2024/  AT0000A34XG3  /

EUWAX
2024-05-27  5:00:05 PM Chg.-0.009 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.214EUR -4.04% -
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: -9.23
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.18
Implied volatility: 0.55
Historic volatility: 0.42
Parity: 0.18
Time value: 0.06
Break-even: 21.60
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 9.09%
Delta: -0.68
Theta: -0.02
Omega: -6.26
Rho: -0.01
 

Quote data

Open: 0.229
High: 0.229
Low: 0.214
Previous Close: 0.223
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.73%
1 Month
  -43.54%
3 Months
  -52.65%
YTD  
+28.14%
1 Year
  -17.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.215
1M High / 1M Low: 0.445 0.203
6M High / 6M Low: 0.763 0.167
High (YTD): 2024-03-19 0.763
Low (YTD): 2024-01-02 0.187
52W High: 2024-03-19 0.763
52W Low: 2023-08-29 0.114
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   0.374
Avg. volume 6M:   0.000
Avg. price 1Y:   0.278
Avg. volume 1Y:   0.000
Volatility 1M:   271.29%
Volatility 6M:   162.65%
Volatility 1Y:   159.43%
Volatility 3Y:   -