Erste Bank Put 22 VAS 21.03.2025
/ AT0000A3ACA0
Erste Bank Put 22 VAS 21.03.2025/ AT0000A3ACA0 /
| 24/01/2025 17:00:24 |
Chg.-0.024 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.341EUR |
-6.58% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
22.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
EB1F78 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
0.33 |
| Time value: |
0.03 |
| Break-even: |
18.46 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
6.31% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-4.19 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.343 |
| High: |
0.343 |
| Low: |
0.323 |
| Previous Close: |
0.365 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.66% |
| 1 Month |
|
|
-13.67% |
| 3 Months |
|
|
+32.17% |
| YTD |
|
|
-12.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.402 |
0.341 |
| 1M High / 1M Low: |
0.503 |
0.341 |
| 6M High / 6M Low: |
0.503 |
0.113 |
| High (YTD): |
10/01/2025 |
0.503 |
| Low (YTD): |
24/01/2025 |
0.341 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.371 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.15% |
| Volatility 6M: |
|
143.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |