EGB Call/BAWAG GROUP 24-24
/ AT0000A3DML0
EGB Call/BAWAG GROUP 24-24/ AT0000A3DML0 /
8/30/2024 5:25:00 PM |
Chg.+0.015 |
Bid5:28:03 PM |
Ask5:28:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.443EUR |
+3.50% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
70.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
EB1LVD |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
6/19/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-0.13 |
Time value: |
0.44 |
Break-even: |
74.38 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
5.04% |
Delta: |
0.52 |
Theta: |
-0.02 |
Omega: |
8.09 |
Rho: |
0.10 |
Quote data
Open: |
0.415 |
High: |
0.443 |
Low: |
0.410 |
Previous Close: |
0.428 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.91% |
1 Month |
|
|
+2.31% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.439 |
0.399 |
1M High / 1M Low: |
0.439 |
0.183 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.425 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.347 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |