EGB Call/BAWAG GROUP 24-24
/ AT0000A3AB74
EGB Call/BAWAG GROUP 24-24/ AT0000A3AB74 /
| 9/13/2024 5:25:00 PM |
Chg.+0.011 |
Bid5:29:20 PM |
Ask5:29:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+1.11% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.25 |
| Parity: |
0.98 |
| Time value: |
0.03 |
| Break-even: |
70.00 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.94 |
| Theta: |
-0.07 |
| Omega: |
6.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.999 |
| High: |
1.020 |
| Low: |
0.979 |
| Previous Close: |
0.989 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.93% |
| 1 Month |
|
|
+64.20% |
| 3 Months |
|
|
+286.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.989 |
0.826 |
| 1M High / 1M Low: |
1.120 |
0.609 |
| 6M High / 6M Low: |
1.120 |
0.082 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.923 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.45% |
| Volatility 6M: |
|
263.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
