EGB Call/BAWAG GROUP 23-24
/ AT0000A36K56
EGB Call/BAWAG GROUP 23-24/ AT0000A36K56 /
| 30/08/2024 17:25:00 |
Chg.+0.030 |
Bid17:28:03 |
Ask17:28:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
+1.20% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
EB1EYW |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.24 |
| Parity: |
2.47 |
| Time value: |
0.03 |
| Break-even: |
69.00 |
| Moneyness: |
1.56 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
2.67 |
| Rho: |
0.02 |
Quote data
| Open: |
2.480 |
| High: |
2.530 |
| Low: |
2.470 |
| Previous Close: |
2.500 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.02% |
| 1 Month |
|
|
+6.75% |
| 3 Months |
|
|
+46.24% |
| YTD |
|
|
+360.00% |
| 1 Year |
|
|
+505.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
2.420 |
| 1M High / 1M Low: |
2.530 |
1.820 |
| 6M High / 6M Low: |
2.530 |
0.850 |
| High (YTD): |
30/08/2024 |
2.530 |
| Low (YTD): |
17/01/2024 |
0.347 |
| 52W High: |
30/08/2024 |
2.530 |
| 52W Low: |
27/10/2023 |
0.226 |
| Avg. price 1W: |
|
2.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.112 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
89.34% |
| Volatility 6M: |
|
93.50% |
| Volatility 1Y: |
|
131.42% |
| Volatility 3Y: |
|
- |
