Erste Bank Put 26 VAS 20.09.2024
/ AT0000A36L63
Erste Bank Put 26 VAS 20.09.2024/ AT0000A36L63 /
| 2024-05-27 5:00:17 PM |
Chg.-0.015 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.161EUR |
-8.52% |
-
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: |
-13.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-0.08 |
| Time value: |
0.19 |
| Break-even: |
24.08 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
12.28% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-5.37 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.167 |
| High: |
0.167 |
| Low: |
0.161 |
| Previous Close: |
0.176 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-38.55% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
-24.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.196 |
0.161 |
| 1M High / 1M Low: |
0.291 |
0.161 |
| 6M High / 6M Low: |
0.340 |
0.161 |
| High (YTD): |
2024-03-06 |
0.340 |
| Low (YTD): |
2024-05-27 |
0.161 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.179 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.03% |
| Volatility 6M: |
|
109.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
