EGB Call/CA IMMO 23-24/ AT0000A37SF8 /
02/09/2024 17:25:00 | Chg.-0.037 | Bid17:28:11 | Ask17:28:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.068EUR | -35.24% | - Bid Size: - |
- Ask Size: - |
CA Immobilien Anlage... | 32.928 EUR | 20/09/2024 | Call |
Master data
WKN: | EB1FG4 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | CA Immobilien Anlagen AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.93 EUR |
Maturity: | 20/09/2024 |
Issue date: | 19/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 9.15:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 30.49 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.53 |
Historic volatility: | 0.17 |
Parity: | -0.12 |
Time value: | 0.11 |
Break-even: | 33.97 |
Moneyness: | 0.97 |
Premium: | 0.07 |
Premium p.a.: | 2.82 |
Spread abs.: | 0.02 |
Spread %: | 17.53% |
Delta: | 0.41 |
Theta: | -0.04 |
Omega: | 12.57 |
Rho: | 0.01 |
Quote data
Open: | 0.110 |
---|---|
High: | 0.112 |
Low: | 0.068 |
Previous Close: | 0.105 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -60.92% | ||
---|---|---|---|
1 Month | -50.72% | ||
3 Months | -17.07% | ||
YTD | -76.39% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.176 | 0.068 |
---|---|---|
1M High / 1M Low: | 0.182 | 0.068 |
6M High / 6M Low: | 0.226 | 0.043 |
High (YTD): | 02/01/2024 | 0.286 |
Low (YTD): | 24/06/2024 | 0.043 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.137 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.151 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.123 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 217.56% | |
Volatility 6M: | 225.53% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |