EGB Call/BAWAG GROUP 23-24
/ AT0000A38XJ8
EGB Call/BAWAG GROUP 23-24/ AT0000A38XJ8 /
| 2024-06-26 5:25:00 PM |
Chg.-0.010 |
Bid5:28:00 PM |
Ask5:28:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-0.71% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
46.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1FZ5 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
1.28 |
| Time value: |
0.18 |
| Break-even: |
60.50 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.11% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.57 |
| Rho: |
0.18 |
Quote data
| Open: |
1.430 |
| High: |
1.450 |
| Low: |
1.360 |
| Previous Close: |
1.410 |
| Turnover: |
- |
| Market phase: |
OP |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
+12.00% |
| YTD |
|
|
+211.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.400 |
| 1M High / 1M Low: |
1.740 |
1.260 |
| 6M High / 6M Low: |
1.740 |
0.284 |
| High (YTD): |
2024-05-28 |
1.740 |
| Low (YTD): |
2024-01-17 |
0.284 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.017 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.04% |
| Volatility 6M: |
|
137.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
