EGB Call/BAWAG GROUP 24-24
/ AT0000A3AB66
EGB Call/BAWAG GROUP 24-24/ AT0000A3AB66 /
8/30/2024 5:25:00 PM |
Chg.+0.030 |
Bid5:28:03 PM |
Ask5:28:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.440EUR |
+2.13% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
55.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
2/2/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.42 |
Implied volatility: |
0.64 |
Historic volatility: |
0.24 |
Parity: |
1.42 |
Time value: |
0.04 |
Break-even: |
69.50 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.40% |
Delta: |
0.95 |
Theta: |
-0.03 |
Omega: |
4.52 |
Rho: |
0.03 |
Quote data
Open: |
1.390 |
High: |
1.440 |
Low: |
1.380 |
Previous Close: |
1.410 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.86% |
1 Month |
|
|
+9.92% |
3 Months |
|
|
+99.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.440 |
1.330 |
1M High / 1M Low: |
1.440 |
0.778 |
6M High / 6M Low: |
1.440 |
0.145 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.194 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.725 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.44% |
Volatility 6M: |
|
194.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |