EGB Call/BAWAG GROUP 23-24
/ AT0000A37R74
EGB Call/BAWAG GROUP 23-24/ AT0000A37R74 /
| 30/08/2024 17:25:00 |
Chg.+0.030 |
Bid17:28:03 |
Ask17:28:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+1.43% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.24 |
| Parity: |
2.12 |
| Time value: |
0.03 |
| Break-even: |
69.40 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
3.14 |
| Rho: |
0.03 |
Quote data
| Open: |
2.080 |
| High: |
2.130 |
| Low: |
2.070 |
| Previous Close: |
2.100 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.40% |
| 1 Month |
|
|
+10.94% |
| 3 Months |
|
|
+57.78% |
| YTD |
|
|
+591.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
2.020 |
| 1M High / 1M Low: |
2.130 |
1.430 |
| 6M High / 6M Low: |
2.130 |
0.538 |
| High (YTD): |
30/08/2024 |
2.130 |
| Low (YTD): |
17/01/2024 |
0.165 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.18% |
| Volatility 6M: |
|
119.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
