EGB Call/CA IMMO 23-24/ AT0000A36N12 /
| 2024-07-26 5:25:00 PM | Chg.-0.023 | Bid5:25:38 PM | Ask5:25:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.392EUR | -5.54% | - Bid Size: - |
- Ask Size: - |
CA Immobilien Anlage... | 27.44 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1E1R |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | CA Immobilien Anlagen AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 27.44 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.15:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.16 |
| Parity: | 0.26 |
| Time value: | 0.16 |
| Break-even: | 31.23 |
| Moneyness: | 1.09 |
| Premium: | 0.05 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.02 |
| Spread %: | 5.08% |
| Delta: | 0.70 |
| Theta: | -0.02 |
| Omega: | 5.51 |
| Rho: | 0.03 |
Quote data
| Open: | 0.406 |
|---|---|
| High: | 0.406 |
| Low: | 0.371 |
| Previous Close: | 0.415 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -6.89% | ||
|---|---|---|---|
| 1 Month | -21.44% | ||
| 3 Months | -3.69% | ||
| YTD | -42.10% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.435 | 0.392 |
|---|---|---|
| 1M High / 1M Low: | 0.543 | 0.392 |
| 6M High / 6M Low: | 0.632 | 0.281 |
| High (YTD): | 2024-01-02 | 0.675 |
| Low (YTD): | 2024-06-17 | 0.281 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.420 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.480 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.436 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 63.48% | |
| Volatility 6M: | 103.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
