Erste Bank Put 26 VAS 20.09.2024
/ AT0000A36L63
Erste Bank Put 26 VAS 20.09.2024/ AT0000A36L63 /
| 2024-05-06 5:00:17 PM |
Chg.-0.015 |
Bid7:49:00 AM |
Ask7:49:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.232EUR |
-6.07% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
EB1EZ5 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
0.04 |
| Time value: |
0.23 |
| Break-even: |
23.37 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
8.68% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-4.36 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.237 |
| High: |
0.237 |
| Low: |
0.232 |
| Previous Close: |
0.247 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.55% |
| 1 Month |
|
|
+9.95% |
| 3 Months |
|
|
-18.31% |
| YTD |
|
|
+8.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.278 |
0.232 |
| 1M High / 1M Low: |
0.293 |
0.173 |
| 6M High / 6M Low: |
0.399 |
0.173 |
| High (YTD): |
2024-03-06 |
0.340 |
| Low (YTD): |
2024-04-10 |
0.173 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.92% |
| Volatility 6M: |
|
105.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
