EGB Call/BAWAG GROUP 24-25
/ AT0000A3CF94
EGB Call/BAWAG GROUP 24-25/ AT0000A3CF94 /
| 26/07/2024 17:25:00 |
Chg.+0.010 |
Bid17:25:00 |
Ask17:25:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+0.68% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
55.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
EB1LD2 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
18/04/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.13 |
| Time value: |
0.34 |
| Break-even: |
69.70 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.78 |
| Rho: |
0.37 |
Quote data
| Open: |
1.490 |
| High: |
1.520 |
| Low: |
1.440 |
| Previous Close: |
1.470 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+91.46% |
| 3 Months |
|
|
+79.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.440 |
| 1M High / 1M Low: |
1.590 |
0.773 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
