EGB Call/ANDRITZ 23-24/ AT0000A39062 /
25/07/2024 17:25:00 | Chg.+0.059 | Bid17:28:12 | Ask17:28:12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.525EUR | +12.66% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 55.00 EUR | 20/12/2024 | 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: | 20/12/2024 |
Issue date: | 21/12/2023 |
Last trading day: | 17/12/2024 |
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): | 13/06/2024 | 0.882 |
Low (YTD): | 26/04/2024 | 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: | - |