EGB Call/BAWAG GROUP 24-24
/ AT0000A3AB66
EGB Call/BAWAG GROUP 24-24/ AT0000A3AB66 /
| 2024-07-26 3:25:00 PM |
Chg.-0.020 |
Bid4:37:01 PM |
Ask4:37:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-1.64% |
1.240
Bid Size: 10,000 |
1.260
Ask Size: 10,000 |
BAWAG GROUP AG |
55.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1F7A |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
1.13 |
| Time value: |
0.09 |
| Break-even: |
67.20 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.52% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.86 |
| Rho: |
0.07 |
Quote data
| Open: |
1.240 |
| High: |
1.270 |
| Low: |
1.200 |
| Previous Close: |
1.220 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+119.38% |
| 3 Months |
|
|
+118.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.200 |
| 1M High / 1M Low: |
1.350 |
0.547 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
