EGB Call/BAWAG GROUP 24-24/  AT0000A3AB66  /

Wien OS
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:   -