Erste Bank Put 28 ATS 21.06.2024
/ AT0000A36M54
Erste Bank Put 28 ATS 21.06.2024/ AT0000A36M54 /
2024-05-23 5:00:02 PM |
Chg.+0.020 |
Bid5:44:58 PM |
Ask5:44:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.622EUR |
+3.32% |
- Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
28.00 - |
2024-06-21 |
Put |
Master data
WKN: |
EB1E0Z |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-23 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.70 |
Historic volatility: |
0.42 |
Parity: |
0.58 |
Time value: |
0.02 |
Break-even: |
22.01 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
3.45% |
Delta: |
-0.86 |
Theta: |
-0.01 |
Omega: |
-3.18 |
Rho: |
-0.02 |
Quote data
Open: |
0.590 |
High: |
0.622 |
Low: |
0.590 |
Previous Close: |
0.602 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.89% |
1 Month |
|
|
-25.51% |
3 Months |
|
|
-20.56% |
YTD |
|
|
+73.74% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.654 |
0.548 |
1M High / 1M Low: |
0.835 |
0.548 |
6M High / 6M Low: |
1.160 |
0.353 |
High (YTD): |
2024-03-19 |
1.160 |
Low (YTD): |
2024-01-02 |
0.394 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.589 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.725 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.691 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.90% |
Volatility 6M: |
|
112.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |