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EGB Call/ERSTE GROUP 23-24/  AT0000A36LR0  /

Wien OS
9/6/2024  5:25:00 PM Chg.-0.070 Bid5:26:02 PM Ask5:26:02 PM Underlying Strike price Expiration date Option type
1.180EUR -5.60% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 36.00 - 9/20/2024 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: 9/20/2024
Issue date: 8/23/2023
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.16
Implied volatility: 0.98
Historic volatility: 0.20
Parity: 1.16
Time value: 0.03
Break-even: 47.90
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 2.59%
Delta: 0.95
Theta: -0.04
Omega: 3.79
Rho: 0.01
 

Quote data

Open: 1.180
High: 1.270
Low: 1.160
Previous Close: 1.250
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.59%
1 Month  
+23.17%
3 Months  
+24.21%
YTD  
+269.91%
1 Year  
+570.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.180
1M High / 1M Low: 1.390 0.958
6M High / 6M Low: 1.390 0.274
High (YTD): 9/2/2024 1.390
Low (YTD): 2/29/2024 0.257
52W High: 9/2/2024 1.390
52W Low: 9/26/2023 0.159
Avg. price 1W:   1.258
Avg. volume 1W:   0.000
Avg. price 1M:   1.189
Avg. volume 1M:   0.000
Avg. price 6M:   0.908
Avg. volume 6M:   0.000
Avg. price 1Y:   0.614
Avg. volume 1Y:   0.000
Volatility 1M:   65.45%
Volatility 6M:   112.63%
Volatility 1Y:   122.02%
Volatility 3Y:   -