EGB Call/ANDRITZ 23-24/ AT0000A39062 /
| 2024-10-04 5:25:00 PM | Chg.-0.016 | Bid5:26:47 PM | Ask5:26:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.927EUR | -1.70% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 55.00 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F2Q |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.85 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | 0.85 |
| Time value: | 0.12 |
| Break-even: | 64.62 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 2.23% |
| Delta: | 0.85 |
| Theta: | -0.02 |
| Omega: | 5.63 |
| Rho: | 0.09 |
Quote data
| Open: | 0.878 |
|---|---|
| High: | 0.945 |
| Low: | 0.878 |
| Previous Close: | 0.943 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -14.17% | ||
|---|---|---|---|
| 1 Month | +63.78% | ||
| 3 Months | +72.95% | ||
| YTD | +56.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.070 | 0.927 |
|---|---|---|
| 1M High / 1M Low: | 1.080 | 0.527 |
| 6M High / 6M Low: | 1.080 | 0.302 |
| High (YTD): | 2024-09-27 | 1.080 |
| Low (YTD): | 2024-04-26 | 0.302 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.980 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.838 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.586 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 128.73% | |
| Volatility 6M: | 161.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
