EGB Call/BAWAG GROUP 23-24
/ AT0000A36K49
EGB Call/BAWAG GROUP 23-24/ AT0000A36K49 /
2024-08-30 5:25:00 PM |
Chg.+0.030 |
Bid5:28:03 PM |
Ask5:28:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.730EUR |
+1.11% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
42.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
EB1EYX |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-23 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.72 |
Intrinsic value: |
2.72 |
Implied volatility: |
1.14 |
Historic volatility: |
0.24 |
Parity: |
2.72 |
Time value: |
0.03 |
Break-even: |
69.40 |
Moneyness: |
1.65 |
Premium: |
0.00 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.74% |
Delta: |
0.98 |
Theta: |
-0.03 |
Omega: |
2.47 |
Rho: |
0.02 |
Quote data
Open: |
2.680 |
High: |
2.730 |
Low: |
2.670 |
Previous Close: |
2.700 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.87% |
1 Month |
|
|
+8.76% |
3 Months |
|
|
+41.45% |
YTD |
|
|
+286.69% |
1 Year |
|
|
+437.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.730 |
2.620 |
1M High / 1M Low: |
2.730 |
2.020 |
6M High / 6M Low: |
2.730 |
1.100 |
High (YTD): |
2024-08-30 |
2.730 |
Low (YTD): |
2024-01-17 |
0.481 |
52W High: |
2024-08-30 |
2.730 |
52W Low: |
2023-10-27 |
0.304 |
Avg. price 1W: |
|
2.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.464 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.911 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.281 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
81.78% |
Volatility 6M: |
|
83.10% |
Volatility 1Y: |
|
115.00% |
Volatility 3Y: |
|
- |