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EGB Call/ERSTE GROUP 23-24/  AT0000A36LQ2  /

Wien OS
8/23/2024  5:25:00 PM Chg.+0.040 Bid5:29:26 PM Ask5:29:26 PM Underlying Strike price Expiration date Option type
1.430EUR +2.88% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 34.00 - 9/20/2024 Call
 

Master data

WKN: EB1E0H
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 9/20/2024
Issue date: 8/23/2023
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.29
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.43
Implied volatility: 0.87
Historic volatility: 0.20
Parity: 1.43
Time value: 0.04
Break-even: 48.70
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.08%
Delta: 0.95
Theta: -0.03
Omega: 3.11
Rho: 0.02
 

Quote data

Open: 1.400
High: 1.440
Low: 1.400
Previous Close: 1.390
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.52%
1 Month  
+5.15%
3 Months  
+10.00%
YTD  
+220.63%
1 Year  
+370.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.430 1.370
1M High / 1M Low: 1.450 1.000
6M High / 6M Low: 1.450 0.391
High (YTD): 7/30/2024 1.450
Low (YTD): 2/29/2024 0.391
52W High: 7/30/2024 1.450
52W Low: 9/26/2023 0.227
Avg. price 1W:   1.388
Avg. volume 1W:   0.000
Avg. price 1M:   1.291
Avg. volume 1M:   0.000
Avg. price 6M:   1.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   106.03%
Volatility 6M:   100.87%
Volatility 1Y:   103.95%
Volatility 3Y:   -