EGB Call/ANDRITZ 23-24/  AT0000A39088  /

Wien OS
2024-07-04  5:25:00 PM Chg.+0.006 Bid5:26:02 PM Ask5:26:02 PM Underlying Strike price Expiration date Option type
0.131EUR +4.80% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 65.00 EUR 2024-12-20 Call
 

Master data

WKN: EB1F2N
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-21
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.32
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -0.87
Time value: 0.15
Break-even: 66.51
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 16.15%
Delta: 0.27
Theta: -0.01
Omega: 10.03
Rho: 0.06
 

Quote data

Open: 0.138
High: 0.149
Low: 0.131
Previous Close: 0.125
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.95%
1 Month
  -22.94%
3 Months
  -42.29%
YTD
  -36.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.187 0.125
1M High / 1M Low: 0.323 0.125
6M High / 6M Low: 0.349 0.061
High (YTD): 2024-02-28 0.349
Low (YTD): 2024-04-26 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   326.14%
Volatility 6M:   224.35%
Volatility 1Y:   -
Volatility 3Y:   -