EGB Call/BAWAG GROUP 24-25
/ AT0000A3CF86
EGB Call/BAWAG GROUP 24-25/ AT0000A3CF86 /
| 15/10/2024 17:25:00 |
Chg.+0.001 |
Bid17:28:39 |
Ask17:28:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.819EUR |
+0.12% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
65.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
EB1LD3 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
18/04/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.45 |
| Time value: |
0.39 |
| Break-even: |
73.42 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
5.73 |
| Rho: |
0.17 |
Quote data
| Open: |
0.849 |
| High: |
0.849 |
| Low: |
0.804 |
| Previous Close: |
0.818 |
| Turnover: |
- |
| Market phase: |
OP |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.73% |
| 1 Month |
|
|
-13.70% |
| 3 Months |
|
|
+11.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.822 |
0.782 |
| 1M High / 1M Low: |
1.030 |
0.545 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.809 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
