EGB Call/AT&S 24-25/ AT0000A3AB17 /
2024-09-11 1:25:00 PM | Chg.0.000 | Bid2:42:00 PM | Ask2:42:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.067EUR | 0.00% | 0.066 Bid Size: 10,000 |
0.106 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... | 24.00 - | 2025-03-21 | Call |
Master data
WKN: | EB1F62 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Call |
Strike price: | 24.00 - |
Maturity: | 2025-03-21 |
Issue date: | 2024-02-02 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 15.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.54 |
Historic volatility: | 0.43 |
Parity: | -0.60 |
Time value: | 0.11 |
Break-even: | 25.13 |
Moneyness: | 0.75 |
Premium: | 0.40 |
Premium p.a.: | 0.90 |
Spread abs.: | 0.04 |
Spread %: | 56.94% |
Delta: | 0.31 |
Theta: | -0.01 |
Omega: | 4.88 |
Rho: | 0.02 |
Quote data
Open: | 0.074 |
---|---|
High: | 0.074 |
Low: | 0.067 |
Previous Close: | 0.067 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +13.56% | ||
---|---|---|---|
1 Month | +204.55% | ||
3 Months | -76.07% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.067 | 0.054 |
---|---|---|
1M High / 1M Low: | 0.091 | 0.024 |
6M High / 6M Low: | 0.368 | 0.022 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.061 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.055 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.164 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 405.19% | |
Volatility 6M: | 254.31% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |