EGB Call/BAWAG GROUP 24-24
/ AT0000A3CF78
EGB Call/BAWAG GROUP 24-24/ AT0000A3CF78 /
| 05/07/2024 09:25:00 |
Chg.+0.013 |
Bid10:35:17 |
Ask10:35:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.454EUR |
+2.95% |
0.469
Bid Size: 10,000 |
0.489
Ask Size: 10,000 |
BAWAG GROUP AG |
65.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
EB1LD4 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.08 |
| Time value: |
0.46 |
| Break-even: |
69.59 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
4.79% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
7.65 |
| Rho: |
0.14 |
Quote data
| Open: |
0.457 |
| High: |
0.457 |
| Low: |
0.454 |
| Previous Close: |
0.441 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+121.46% |
| 1 Month |
|
|
+114.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.441 |
0.205 |
| 1M High / 1M Low: |
0.441 |
0.137 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
