EGB Call/BAWAG GROUP 23-24
/ AT0000A38XJ8
EGB Call/BAWAG GROUP 23-24/ AT0000A38XJ8 /
2024-07-26 5:25:00 PM |
Chg.+0.020 |
Bid5:29:23 PM |
Ask5:29:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.190EUR |
+0.92% |
- 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: |
3.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.10 |
Intrinsic value: |
2.03 |
Implied volatility: |
0.46 |
Historic volatility: |
0.24 |
Parity: |
2.03 |
Time value: |
0.14 |
Break-even: |
67.70 |
Moneyness: |
1.44 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.40% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
2.83 |
Rho: |
0.16 |
Quote data
Open: |
2.200 |
High: |
2.230 |
Low: |
2.150 |
Previous Close: |
2.170 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.86% |
1 Month |
|
|
+56.43% |
3 Months |
|
|
+59.85% |
YTD |
|
|
+387.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.310 |
2.150 |
1M High / 1M Low: |
2.310 |
1.400 |
6M High / 6M Low: |
2.310 |
0.381 |
High (YTD): |
2024-07-23 |
2.310 |
Low (YTD): |
2024-01-17 |
0.284 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.962 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.280 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.17% |
Volatility 6M: |
|
128.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |