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EGB Call/ERSTE GROUP 23-24/  AT0000A36LQ2  /

Wien OS
02/09/2024  15:25:00 Chg.+0.080 Bid15:35:40 Ask15:35:40 Underlying Strike price Expiration date Option type
1.630EUR +5.16% 1.610
Bid Size: 10,000		 1.640
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 34.00 - 20/09/2024 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: 20/09/2024
Issue date: 23/08/2023
Last trading day: 17/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.13
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.55
Implied volatility: 1.07
Historic volatility: 0.20
Parity: 1.55
Time value: 0.03
Break-even: 49.80
Moneyness: 1.46
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.28%
Delta: 0.96
Theta: -0.03
Omega: 3.00
Rho: 0.02
 

Quote data

Open: 1.540
High: 1.630
Low: 1.520
Previous Close: 1.550
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+10.14%
1 Month  
+49.54%
3 Months  
+41.74%
YTD  
+265.47%
1 Year  
+432.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.550 1.480
1M High / 1M Low: 1.550 1.000
6M High / 6M Low: 1.550 0.398
High (YTD): 30/08/2024 1.550
Low (YTD): 29/02/2024 0.391
52W High: 30/08/2024 1.550
52W Low: 26/09/2023 0.227
Avg. price 1W:   1.504
Avg. volume 1W:   0.000
Avg. price 1M:   1.315
Avg. volume 1M:   0.000
Avg. price 6M:   1.064
Avg. volume 6M:   0.000
Avg. price 1Y:   0.748
Avg. volume 1Y:   0.000
Volatility 1M:   80.24%
Volatility 6M:   91.89%
Volatility 1Y:   103.20%
Volatility 3Y:   -