EGB Call/BAWAG GROUP 24-25
/ AT0000A3ABB0
EGB Call/BAWAG GROUP 24-25/ AT0000A3ABB0 /
| 10/16/2024 9:25:00 AM |
Chg.-0.010 |
Bid10:20:21 AM |
Ask10:20:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-0.63% |
1.590
Bid Size: 10,000 |
1.610
Ask Size: 10,000 |
BAWAG GROUP AG |
55.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
EB1F65 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/2/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
1.46 |
| Time value: |
0.18 |
| Break-even: |
71.40 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.86% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.74 |
| Rho: |
0.19 |
Quote data
| Open: |
1.600 |
| High: |
1.600 |
| Low: |
1.590 |
| Previous Close: |
1.600 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.58% |
| 1 Month |
|
|
-9.66% |
| 3 Months |
|
|
+11.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
1.550 |
| 1M High / 1M Low: |
1.840 |
1.240 |
| 6M High / 6M Low: |
1.840 |
0.548 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.74% |
| Volatility 6M: |
|
120.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
