OverviewChartNewsTraderScreen

Erste Bank Put 26 ATS 21.06.2024/  AT0000A34XH1  /

EUWAX
2024-05-31  5:00:06 PM Chg.+0.050 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.495EUR +11.24% -
Bid Size: -		 -
Ask Size: -		 AT+S AUSTR.T.+SYSTEM... 26.00 - 2024-06-21 Put
 

Master data

WKN: EB1EMH
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 26.00 -
Maturity: 2024-06-21
Issue date: 2023-05-26
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.49
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.89
Historic volatility: 0.42
Parity: 0.43
Time value: 0.05
Break-even: 21.17
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 9.03%
Delta: -0.77
Theta: -0.03
Omega: -3.45
Rho: -0.01
 

Quote data

Open: 0.458
High: 0.495
Low: 0.458
Previous Close: 0.445
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.32%
1 Month
  -2.37%
3 Months
  -30.67%
YTD  
+97.21%
1 Year  
+45.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.472 0.385
1M High / 1M Low: 0.631 0.362
6M High / 6M Low: 0.963 0.251
High (YTD): 2024-03-19 0.963
Low (YTD): 2024-01-02 0.279
52W High: 2024-03-19 0.963
52W Low: 2023-08-29 0.157
Avg. price 1W:   0.417
Avg. volume 1W:   0.000
Avg. price 1M:   0.485
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   202.15%
Volatility 6M:   132.80%
Volatility 1Y:   134.82%
Volatility 3Y:   -