EGB Call/CA IMMO 23-24/ AT0000A36N20 /
2024-07-26 5:25:00 PM | Chg.-0.013 | Bid5:25:38 PM | Ask5:25:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.264EUR | -4.69% | - Bid Size: - |
- Ask Size: - |
CA Immobilien Anlage... | 29.2693 EUR | 2024-09-20 | Call |
Master data
WKN: | EB1E1Q |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | CA Immobilien Anlagen AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 29.27 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: | 11.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.06 |
Implied volatility: | 0.50 |
Historic volatility: | 0.16 |
Parity: | 0.06 |
Time value: | 0.23 |
Break-even: | 31.89 |
Moneyness: | 1.02 |
Premium: | 0.07 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.02 |
Spread %: | 7.92% |
Delta: | 0.58 |
Theta: | -0.02 |
Omega: | 6.66 |
Rho: | 0.02 |
Quote data
Open: | 0.269 |
---|---|
High: | 0.269 |
Low: | 0.241 |
Previous Close: | 0.277 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -7.04% | ||
---|---|---|---|
1 Month | -23.03% | ||
3 Months | -6.05% | ||
YTD | -49.91% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.293 | 0.264 |
---|---|---|
1M High / 1M Low: | 0.392 | 0.264 |
6M High / 6M Low: | 0.473 | 0.172 |
High (YTD): | 2024-01-02 | 0.525 |
Low (YTD): | 2024-06-24 | 0.172 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.282 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.336 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.303 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 81.68% | |
Volatility 6M: | 130.74% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |