EGB Call/CA IMMO 23-24/ AT0000A36N38 /
| 2024-07-05 5:25:00 PM | Chg.-0.002 | Bid5:26:42 PM | Ask5:26:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.246EUR | -0.81% | - Bid Size: - |
- Ask Size: - |
CA Immobilien Anlage... | 31.0987 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1E1P |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | CA Immobilien Anlagen AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 31.10 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: | 12.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.16 |
| Parity: | -0.01 |
| Time value: | 0.27 |
| Break-even: | 33.57 |
| Moneyness: | 1.00 |
| Premium: | 0.08 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.02 |
| Spread %: | 8.43% |
| Delta: | 0.55 |
| Theta: | -0.02 |
| Omega: | 6.91 |
| Rho: | 0.03 |
Quote data
| Open: | 0.247 |
|---|---|
| High: | 0.251 |
| Low: | 0.245 |
| Previous Close: | 0.248 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +15.49% | ||
|---|---|---|---|
| 1 Month | +32.97% | ||
| 3 Months | +2.07% | ||
| YTD | -37.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.266 | 0.229 |
|---|---|---|
| 1M High / 1M Low: | 0.266 | 0.090 |
| 6M High / 6M Low: | 0.336 | 0.090 |
| High (YTD): | 2024-01-02 | 0.395 |
| Low (YTD): | 2024-06-24 | 0.090 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.250 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.159 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.201 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 339.99% | |
| Volatility 6M: | 166.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
