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EGB Call/ERSTE GROUP 23-24/  AT0000A36LS8  /

Wien OS
28/08/2024  17:25:00 Chg.0.000 Bid17:25:00 Ask17:25:00 Underlying Strike price Expiration date Option type
1.090EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 38.00 - 20/09/2024 Call
 

Master data

WKN: EB1E0F
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 20/09/2024
Issue date: 23/08/2023
Last trading day: 17/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.07
Implied volatility: 0.67
Historic volatility: 0.20
Parity: 1.07
Time value: 0.03
Break-even: 49.00
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 2.80%
Delta: 0.94
Theta: -0.02
Omega: 4.17
Rho: 0.02
 

Quote data

Open: 1.070
High: 1.090
Low: 1.060
Previous Close: 1.090
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.10%
1 Month  
+9.44%
3 Months  
+42.48%
YTD  
+400.00%
1 Year  
+508.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.990
1M High / 1M Low: 1.090 0.612
6M High / 6M Low: 1.090 0.168
High (YTD): 27/08/2024 1.090
Low (YTD): 29/02/2024 0.168
52W High: 27/08/2024 1.090
52W Low: 26/09/2023 0.109
Avg. price 1W:   1.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.908
Avg. volume 1M:   0.000
Avg. price 6M:   0.672
Avg. volume 6M:   0.000
Avg. price 1Y:   0.444
Avg. volume 1Y:   0.000
Volatility 1M:   156.97%
Volatility 6M:   144.28%
Volatility 1Y:   142.12%
Volatility 3Y:   -