EGB Call/ANDRITZ 24-25/ AT0000A3ADR2 /
2024-07-25 5:25:00 PM | Chg.+0.043 | Bid5:28:12 PM | Ask5:28:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.382EUR | +12.68% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 60.00 EUR | 2025-03-21 | Call |
Master data
WKN: | EB1F9Q |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2024-02-02 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 15.01 |
Leverage: | Yes |
Calculated values
Fair value: | 0.32 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.23 |
Parity: | -0.39 |
Time value: | 0.37 |
Break-even: | 63.74 |
Moneyness: | 0.94 |
Premium: | 0.14 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.02 |
Spread %: | 5.65% |
Delta: | 0.46 |
Theta: | -0.01 |
Omega: | 6.95 |
Rho: | 0.15 |
Quote data
Open: | 0.340 |
---|---|
High: | 0.382 |
Low: | 0.340 |
Previous Close: | 0.339 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +19.75% | ||
---|---|---|---|
1 Month | -15.30% | ||
3 Months | +80.19% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.382 | 0.319 |
---|---|---|
1M High / 1M Low: | 0.479 | 0.319 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.345 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.385 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 116.23% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |