EGB Call/BAWAG GROUP 23-24/  AT0000A36K64  /

Wien OS
2024-07-25  5:25:01 PM Chg.-0.080 Bid5:27:51 PM Ask5:27:51 PM Underlying Strike price Expiration date Option type
2.080EUR -3.70% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 46.00 - 2024-09-20 Call
 

Master data

WKN: EB1EYV
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-09-20
Issue date: 2023-08-23
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.07
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.15
Implied volatility: 0.61
Historic volatility: 0.24
Parity: 2.15
Time value: 0.06
Break-even: 68.00
Moneyness: 1.47
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.85%
Delta: 0.96
Theta: -0.02
Omega: 2.94
Rho: 0.07
 

Quote data

Open: 2.050
High: 2.080
Low: 1.970
Previous Close: 2.160
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.02%
1 Month  
+56.39%
3 Months  
+63.78%
YTD  
+400.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.220 2.060
1M High / 1M Low: 2.220 1.320
6M High / 6M Low: 2.220 0.337
High (YTD): 2024-07-23 2.220
Low (YTD): 2024-01-17 0.243
52W High: - -
52W Low: - -
Avg. price 1W:   2.160
Avg. volume 1W:   0.000
Avg. price 1M:   1.843
Avg. volume 1M:   0.000
Avg. price 6M:   1.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.40%
Volatility 6M:   146.04%
Volatility 1Y:   -
Volatility 3Y:   -