EGB Call/ERSTE GROUP 23-24
/ AT0000A36LR0
EGB Call/ERSTE GROUP 23-24/ AT0000A36LR0 /
| 01/08/2024 17:25:00 |
Chg.-0.170 |
Bid17:28:24 |
Ask17:28:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-13.71% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
36.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
EB1E0G |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.19 |
| Parity: |
1.21 |
| Time value: |
0.04 |
| Break-even: |
48.50 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.46% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.05 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.070 |
| Previous Close: |
1.240 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.55% |
| 1 Month |
|
|
+10.88% |
| 3 Months |
|
|
+32.26% |
| YTD |
|
|
+235.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.170 |
| 1M High / 1M Low: |
1.250 |
0.960 |
| 6M High / 6M Low: |
1.250 |
0.257 |
| High (YTD): |
30/07/2024 |
1.250 |
| Low (YTD): |
29/02/2024 |
0.257 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.33% |
| Volatility 6M: |
|
122.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
