EGB Call/CA IMMO 23-24/ AT0000A390C3 /
| 2024-07-29 11:25:00 AM | Chg.-0.012 | Bid12:38:16 PM | Ask12:38:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.126EUR | -8.70% | 0.131 Bid Size: 10,000 |
0.151 Ask Size: 10,000 |
CA Immobilien Anlage... | 34.00 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F2V |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | CA Immobilien Anlagen AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.16 |
| Parity: | -0.42 |
| Time value: | 0.16 |
| Break-even: | 35.63 |
| Moneyness: | 0.88 |
| Premium: | 0.20 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.02 |
| Spread %: | 13.19% |
| Delta: | 0.36 |
| Theta: | -0.01 |
| Omega: | 6.66 |
| Rho: | 0.04 |
Quote data
| Open: | 0.127 |
|---|---|
| High: | 0.128 |
| Low: | 0.126 |
| Previous Close: | 0.138 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -17.11% | ||
|---|---|---|---|
| 1 Month | -10.00% | ||
| 3 Months | +5.00% | ||
| YTD | -52.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.155 | 0.136 |
|---|---|---|
| 1M High / 1M Low: | 0.190 | 0.136 |
| 6M High / 6M Low: | 0.217 | 0.071 |
| High (YTD): | 2024-01-02 | 0.262 |
| Low (YTD): | 2024-06-24 | 0.071 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.147 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.170 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.134 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.83% | |
| Volatility 6M: | 149.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
