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: |
|
- |
