EGB Call/ERSTE GROUP 23-24
/ AT0000A38YX7
EGB Call/ERSTE GROUP 23-24/ AT0000A38YX7 /
| 30/07/2024 15:25:00 |
Chg.+0.070 |
Bid17:10:17 |
Ask17:10:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.878EUR |
+8.66% |
0.867
Bid Size: 10,000 |
0.887
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
40.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
EB1F1G |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.78 |
| Time value: |
0.05 |
| Break-even: |
48.32 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.59% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
5.26 |
| Rho: |
0.05 |
Quote data
| Open: |
0.821 |
| High: |
0.887 |
| Low: |
0.821 |
| Previous Close: |
0.808 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.78% |
| 1 Month |
|
|
+68.20% |
| 3 Months |
|
|
+105.62% |
| YTD |
|
|
+570.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.808 |
0.733 |
| 1M High / 1M Low: |
0.808 |
0.597 |
| 6M High / 6M Low: |
0.808 |
0.104 |
| High (YTD): |
29/07/2024 |
0.808 |
| Low (YTD): |
29/02/2024 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.93% |
| Volatility 6M: |
|
173.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
