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: | - |