EGB Call/BAWAG GROUP 24-24
/ AT0000A3AB90
EGB Call/BAWAG GROUP 24-24/ AT0000A3AB90 /
10/4/2024 5:25:00 PM |
Chg.+0.063 |
Bid5:29:25 PM |
Ask5:29:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+8.91% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
60.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
EB1F67 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/2/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
0.62 |
Time value: |
0.19 |
Break-even: |
68.12 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
3.70% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
6.29 |
Rho: |
0.09 |
Quote data
Open: |
0.721 |
High: |
0.846 |
Low: |
0.721 |
Previous Close: |
0.707 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-27.36% |
1 Month |
|
|
-38.89% |
3 Months |
|
|
+1.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.707 |
1M High / 1M Low: |
1.300 |
0.707 |
6M High / 6M Low: |
1.300 |
0.256 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.839 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.712 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.30% |
Volatility 6M: |
|
184.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |