EGB Call/BAWAG GROUP 23-24
/ AT0000A36K64
EGB Call/BAWAG GROUP 23-24/ AT0000A36K64 /
| 8/16/2024 3:25:00 PM |
Chg.-0.040 |
Bid4:33:42 PM |
Ask4:33:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-1.85% |
2.140
Bid Size: 10,000 |
2.170
Ask Size: 10,000 |
BAWAG GROUP AG |
46.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.24 |
| Parity: |
2.15 |
| Time value: |
0.04 |
| Break-even: |
67.90 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.39% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.97 |
| Rho: |
0.04 |
Quote data
| Open: |
2.160 |
| High: |
2.160 |
| Low: |
2.120 |
| Previous Close: |
2.160 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.72% |
| 1 Month |
|
|
+3.41% |
| 3 Months |
|
|
+61.83% |
| YTD |
|
|
+409.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.890 |
| 1M High / 1M Low: |
2.240 |
1.620 |
| 6M High / 6M Low: |
2.240 |
0.479 |
| High (YTD): |
7/30/2024 |
2.240 |
| Low (YTD): |
1/17/2024 |
0.243 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.04% |
| Volatility 6M: |
|
113.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
