Erste Bank Put 60 AZ2 21.03.2025
/ AT0000A3FQ31
Erste Bank Put 60 AZ2 21.03.2025/ AT0000A3FQ31 /
| 1/23/2025 5:00:39 PM |
Chg.+0.012 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.758EUR |
+1.61% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
60.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
EB1MKS |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/30/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.71 |
| Time value: |
0.04 |
| Break-even: |
52.46 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-5.66 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.719 |
| High: |
0.758 |
| Low: |
0.719 |
| Previous Close: |
0.746 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-37.36% |
| 3 Months |
|
|
+136.88% |
| YTD |
|
|
-34.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.786 |
0.746 |
| 1M High / 1M Low: |
1.160 |
0.746 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
1.110 |
| Low (YTD): |
1/22/2025 |
0.746 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |