EGB Call/ANDRITZ 23-24/ AT0000A39054 /
| 30/08/2024 11:25:00 | Chg.-0.001 | Bid12:54:47 | Ask12:54:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.007EUR | -12.50% | 0.008 Bid Size: 10,000 |
0.028 Ask Size: 10,000 |
ANDRITZ AG | 65.00 EUR | 20/09/2024 | Call |
Master data
| WKN: | EB1F2R |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 21/12/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 212.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | -0.56 |
| Time value: | 0.03 |
| Break-even: | 65.28 |
| Moneyness: | 0.91 |
| Premium: | 0.10 |
| Premium p.a.: | 4.16 |
| Spread abs.: | 0.02 |
| Spread %: | 250.00% |
| Delta: | 0.13 |
| Theta: | -0.02 |
| Omega: | 27.41 |
| Rho: | 0.00 |
Quote data
| Open: | 0.005 |
|---|---|
| High: | 0.007 |
| Low: | 0.005 |
| Previous Close: | 0.008 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -22.22% | ||
|---|---|---|---|
| 1 Month | -72.00% | ||
| 3 Months | -74.07% | ||
| YTD | -95.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.009 | 0.005 |
|---|---|---|
| 1M High / 1M Low: | 0.034 | 0.001 |
| 6M High / 6M Low: | 0.184 | 0.001 |
| High (YTD): | 28/02/2024 | 0.257 |
| Low (YTD): | 14/08/2024 | 0.001 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.007 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.007 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.066 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,614.01% | |
| Volatility 6M: | 922.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
