EGB Call/BAWAG GROUP 24-24
/ AT0000A3AB74
EGB Call/BAWAG GROUP 24-24/ AT0000A3AB74 /
| 09/08/2024 13:25:00 |
Chg.+0.059 |
Bid14:52:35 |
Ask14:52:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.625EUR |
+10.42% |
0.583
Bid Size: 10,000 |
0.603
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: |
11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.44 |
| Time value: |
0.14 |
| Break-even: |
65.83 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
3.74% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
8.34 |
| Rho: |
0.05 |
Quote data
| Open: |
0.621 |
| High: |
0.659 |
| Low: |
0.609 |
| Previous Close: |
0.566 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.07% |
| 1 Month |
|
|
+11.61% |
| 3 Months |
|
|
+102.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.623 |
0.388 |
| 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: |
|
0.501 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.308 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.09% |
| Volatility 6M: |
|
300.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
