EGB Call/ANDRITZ 23-24/ AT0000A39070 /
| 7/26/2024 5:25:00 PM | Chg.-0.022 | Bid5:27:04 PM | Ask5:27:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.246EUR | -8.21% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 60.00 EUR | 12/20/2024 | Call |
Master data
| WKN: | EB1F2P |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 12/20/2024 |
| Issue date: | 12/21/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | -0.28 |
| Time value: | 0.34 |
| Break-even: | 63.42 |
| Moneyness: | 0.95 |
| Premium: | 0.11 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.02 |
| Spread %: | 6.54% |
| Delta: | 0.47 |
| Theta: | -0.02 |
| Omega: | 7.82 |
| Rho: | 0.09 |
Quote data
| Open: | 0.272 |
|---|---|
| High: | 0.272 |
| Low: | 0.233 |
| Previous Close: | 0.268 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +15.49% | ||
|---|---|---|---|
| 1 Month | -28.70% | ||
| 3 Months | +69.66% | ||
| YTD | -33.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.268 | 0.213 |
|---|---|---|
| 1M High / 1M Low: | 0.371 | 0.213 |
| 6M High / 6M Low: | 0.566 | 0.145 |
| High (YTD): | 2/28/2024 | 0.566 |
| Low (YTD): | 4/26/2024 | 0.145 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.235 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.282 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.343 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 150.67% | |
| Volatility 6M: | 171.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
