EGB Call/BAWAG GROUP 23-24
/ AT0000A36K49
EGB Call/BAWAG GROUP 23-24/ AT0000A36K49 /
| 05/07/2024 17:25:00 |
Chg.-0.010 |
Bid17:26:49 |
Ask17:26:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
-0.44% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
42.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
2.23 |
| Time value: |
0.06 |
| Break-even: |
64.80 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.33% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.73 |
| Rho: |
0.08 |
Quote data
| Open: |
2.290 |
| High: |
2.320 |
| Low: |
2.250 |
| Previous Close: |
2.260 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.12% |
| 1 Month |
|
|
+23.63% |
| 3 Months |
|
|
+34.73% |
| YTD |
|
|
+218.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
1.770 |
| 1M High / 1M Low: |
2.260 |
1.550 |
| 6M High / 6M Low: |
2.260 |
0.481 |
| High (YTD): |
04/07/2024 |
2.260 |
| Low (YTD): |
17/01/2024 |
0.481 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.32% |
| Volatility 6M: |
|
112.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
