EGB Call/BAWAG GROUP 24-24
/ AT0000A3AB74
EGB Call/BAWAG GROUP 24-24/ AT0000A3AB74 /
| 7/12/2024 11:25:00 AM |
Chg.-0.015 |
Bid12:13:18 PM |
Ask12:13:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.727EUR |
-2.02% |
0.731
Bid Size: 10,000 |
0.751
Ask Size: 10,000 |
BAWAG GROUP AG |
60.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/2/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.61 |
| Time value: |
0.14 |
| Break-even: |
67.54 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.62% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
7.03 |
| Rho: |
0.09 |
Quote data
| Open: |
0.749 |
| High: |
0.758 |
| Low: |
0.727 |
| Previous Close: |
0.742 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.22% |
| 1 Month |
|
|
+139.93% |
| 3 Months |
|
|
+375.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.742 |
0.560 |
| 1M High / 1M Low: |
0.742 |
0.162 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
