EGB Call/BAWAG GROUP 24-24
/ AT0000A3CF78
EGB Call/BAWAG GROUP 24-24/ AT0000A3CF78 /
| 2024-07-26 3:25:00 PM |
Chg.-0.016 |
Bid4:55:01 PM |
Ask4:55:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.607EUR |
-2.57% |
0.634
Bid Size: 10,000 |
0.655
Ask Size: 10,000 |
BAWAG GROUP AG |
65.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1LD4 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.13 |
| Time value: |
0.49 |
| Break-even: |
71.22 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
3.32% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
6.48 |
| Rho: |
0.14 |
Quote data
| Open: |
0.638 |
| High: |
0.659 |
| Low: |
0.603 |
| Previous Close: |
0.623 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.14% |
| 1 Month |
|
|
+242.94% |
| 3 Months |
|
|
+159.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.723 |
0.614 |
| 1M High / 1M Low: |
0.723 |
0.177 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
