EGB Call/BAWAG GROUP 24-25
/ AT0000A3DZM0
EGB Call/BAWAG GROUP 24-25/ AT0000A3DZM0 /
| 07/11/2024 17:25:00 |
Chg.+0.040 |
Bid17:29:23 |
Ask17:29:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.224EUR |
+21.74% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
80.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
EB1LWP |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
24/07/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.78 |
| Time value: |
0.21 |
| Break-even: |
82.09 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
11.17% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
10.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.190 |
| High: |
0.229 |
| Low: |
0.187 |
| Previous Close: |
0.184 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.76% |
| 1 Month |
|
|
+72.31% |
| 3 Months |
|
|
+85.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.196 |
0.165 |
| 1M High / 1M Low: |
0.211 |
0.108 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
