EGB Call/BAWAG GROUP 24-24
/ AT0000A3AB74
EGB Call/BAWAG GROUP 24-24/ AT0000A3AB74 /
| 16/08/2024 13:25:00 |
Chg.-0.039 |
Bid14:39:26 |
Ask14:39:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.769EUR |
-4.83% |
0.755
Bid Size: 10,000 |
0.776
Ask Size: 10,000 |
BAWAG GROUP AG |
60.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
EB1F69 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
02/02/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
0.75 |
| Time value: |
0.08 |
| Break-even: |
68.33 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.59% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
6.95 |
| Rho: |
0.05 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.769 |
| Previous Close: |
0.808 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.49% |
| 1 Month |
|
|
+0.92% |
| 3 Months |
|
|
+191.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.808 |
0.570 |
| 1M High / 1M Low: |
0.910 |
0.388 |
| 6M High / 6M Low: |
0.910 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.675 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.45% |
| Volatility 6M: |
|
287.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
