EGB Call/ANDRITZ 23-24/ AT0000A39062 /
| 2024-07-25 5:25:00 PM | Chg.+0.059 | Bid5:28:12 PM | Ask5:28:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.525EUR | +12.66% | - 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: | 11.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | 0.12 |
| Time value: | 0.39 |
| Break-even: | 60.07 |
| Moneyness: | 1.02 |
| Premium: | 0.07 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.02 |
| Spread %: | 4.32% |
| Delta: | 0.61 |
| Theta: | -0.02 |
| Omega: | 6.78 |
| Rho: | 0.12 |
Quote data
| Open: | 0.468 |
|---|---|
| High: | 0.525 |
| Low: | 0.468 |
| Previous Close: | 0.466 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +15.13% | ||
|---|---|---|---|
| 1 Month | -13.79% | ||
| 3 Months | +36.36% | ||
| YTD | -11.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.470 | 0.439 |
|---|---|---|
| 1M High / 1M Low: | 0.647 | 0.439 |
| 6M High / 6M Low: | 0.882 | 0.302 |
| High (YTD): | 2024-06-13 | 0.882 |
| Low (YTD): | 2024-04-26 | 0.302 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.460 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.536 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.588 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.78% | |
| Volatility 6M: | 133.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
