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EGB Call/BAWAG GROUP 23-24/  AT0000A36K49  /

Wien OS
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:   -