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Erste Bank Put 24 ATS 21.06.2024/  AT0000A34XG3  /

EUWAX
2024-06-04  5:00:07 PM Chg.-0.005 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.296EUR -1.66% -
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: -6.43
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.27
Implied volatility: 0.84
Historic volatility: 0.42
Parity: 0.27
Time value: 0.06
Break-even: 20.69
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.80
Spread abs.: 0.04
Spread %: 13.75%
Delta: -0.71
Theta: -0.04
Omega: -4.59
Rho: -0.01
 

Quote data

Open: 0.293
High: 0.296
Low: 0.293
Previous Close: 0.301
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.28%
1 Month
  -23.51%
3 Months
  -41.15%
YTD  
+77.25%
1 Year  
+17.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.307 0.211
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:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   0.375
Avg. volume 6M:   0.000
Avg. price 1Y:   0.278
Avg. volume 1Y:   0.000
Volatility 1M:   292.54%
Volatility 6M:   168.18%
Volatility 1Y:   164.17%
Volatility 3Y:   -