Erste Bank Put 24 VAS 21.03.2025
/ AT0000A3AC99
Erste Bank Put 24 VAS 21.03.2025/ AT0000A3AC99 /
| 24/01/2025 17:00:24 |
Chg.-0.025 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.537EUR |
-4.45% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
24.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
EB1F79 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.26 |
| Parity: |
0.53 |
| Time value: |
0.02 |
| Break-even: |
18.52 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
3.79% |
| Delta: |
-0.85 |
| Theta: |
-0.01 |
| Omega: |
-2.89 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.539 |
| High: |
0.539 |
| Low: |
0.517 |
| Previous Close: |
0.562 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.05% |
| 1 Month |
|
|
-8.83% |
| 3 Months |
|
|
+30.66% |
| YTD |
|
|
-8.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.601 |
0.537 |
| 1M High / 1M Low: |
0.703 |
0.537 |
| 6M High / 6M Low: |
0.703 |
0.201 |
| High (YTD): |
10/01/2025 |
0.703 |
| Low (YTD): |
24/01/2025 |
0.537 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.69% |
| Volatility 6M: |
|
119.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |