Erste Bank Put 26 VAS 21.03.2025
/ AT0000A3AC81
Erste Bank Put 26 VAS 21.03.2025/ AT0000A3AC81 /
| 2024-04-30 9:16:13 AM |
Chg.+0.009 |
Bid11:27:42 AM |
Ask11:27:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.315EUR |
+2.94% |
0.324
Bid Size: 10,000 |
0.344
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
EB1F8A |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
0.06 |
| Time value: |
0.28 |
| Break-even: |
22.69 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
5.75% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-3.21 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.315 |
| High: |
0.315 |
| Low: |
0.315 |
| Previous Close: |
0.306 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-3.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.345 |
0.306 |
| 1M High / 1M Low: |
0.345 |
0.252 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.325 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
