Erste Bank Put 24 VAS 20.06.2025
/ AT0000A3CGC3
Erste Bank Put 24 VAS 20.06.2025/ AT0000A3CGC3 /
| 1/10/2025 9:15:20 AM |
Chg.+0.004 |
Bid1:32:31 PM |
Ask1:32:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.668EUR |
+0.60% |
0.649
Bid Size: 10,000 |
0.669
Ask Size: 10,000 |
VOESTALPINE AG |
24.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
EB1LE6 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
4/18/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
0.66 |
| Time value: |
0.02 |
| Break-even: |
17.20 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
-0.80 |
| Theta: |
0.00 |
| Omega: |
-2.06 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.668 |
| High: |
0.668 |
| Low: |
0.668 |
| Previous Close: |
0.664 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.57% |
| 1 Month |
|
|
+36.61% |
| 3 Months |
|
|
+64.53% |
| YTD |
|
|
+12.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.664 |
0.603 |
| 1M High / 1M Low: |
0.664 |
0.476 |
| 6M High / 6M Low: |
0.664 |
0.214 |
| High (YTD): |
1/9/2025 |
0.664 |
| Low (YTD): |
1/2/2025 |
0.585 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.631 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.61% |
| Volatility 6M: |
|
99.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |