EGB Call/BAWAG GROUP 23-24
/ AT0000A37R74
EGB Call/BAWAG GROUP 23-24/ AT0000A37R74 /
| 2024-06-27 9:15:12 AM |
Chg.+0.010 |
Bid9:22:17 AM |
Ask9:22:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+0.88% |
1.130
Bid Size: 10,000 |
1.150
Ask Size: 10,000 |
BAWAG GROUP AG |
48.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
EB1FFY |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
1.05 |
| Time value: |
0.10 |
| Break-even: |
59.40 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.60 |
| Rho: |
0.10 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.140 |
| Previous Close: |
1.130 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.80% |
| 1 Month |
|
|
-19.72% |
| 3 Months |
|
|
+8.57% |
| YTD |
|
|
+270.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.130 |
| 1M High / 1M Low: |
1.460 |
0.989 |
| 6M High / 6M Low: |
1.460 |
0.165 |
| High (YTD): |
2024-05-28 |
1.460 |
| Low (YTD): |
2024-01-17 |
0.165 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.797 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.04% |
| Volatility 6M: |
|
181.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
