EGB Call/CA IMMO 23-24/ AT0000A36N20 /
| 02/09/2024 17:25:00 | Chg.-0.082 | Bid17:28:11 | Ask17:28:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.274EUR | -23.03% | - Bid Size: - |
- Ask Size: - |
CA Immobilien Anlage... | 29.2693 EUR | 20/09/2024 | 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: | 20/09/2024 |
| Issue date: | 23/08/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 9.15:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.17 |
| Parity: | 0.28 |
| Time value: | 0.08 |
| Break-even: | 32.52 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.02 |
| Spread %: | 4.41% |
| Delta: | 0.76 |
| Theta: | -0.04 |
| Omega: | 7.40 |
| Rho: | 0.01 |
Quote data
| Open: | 0.343 |
|---|---|
| High: | 0.347 |
| Low: | 0.274 |
| Previous Close: | 0.356 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -40.69% | ||
|---|---|---|---|
| 1 Month | -25.14% | ||
| 3 Months | +7.45% | ||
| YTD | -48.01% | ||
| 1 Year | -11.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.466 | 0.356 |
|---|---|---|
| 1M High / 1M Low: | 0.466 | 0.334 |
| 6M High / 6M Low: | 0.473 | 0.172 |
| High (YTD): | 02/01/2024 | 0.525 |
| Low (YTD): | 24/06/2024 | 0.172 |
| 52W High: | 22/12/2023 | 0.550 |
| 52W Low: | 24/06/2024 | 0.172 |
| Avg. price 1W: | 0.439 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.411 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.322 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.330 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 112.89% | |
| Volatility 6M: | 133.44% | |
| Volatility 1Y: | 123.00% | |
| Volatility 3Y: | - |
