EGB Call/ERSTE GROUP 23-24
/ AT0000A38YY5
EGB Call/ERSTE GROUP 23-24/ AT0000A38YY5 /
14/08/2024 17:25:00 |
Chg.+0.081 |
Bid17:28:14 |
Ask17:28:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.533EUR |
+17.92% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
42.00 - |
20/09/2024 |
Call |
Master data
WKN: |
EB1F1F |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 - |
Maturity: |
20/09/2024 |
Issue date: |
21/12/2023 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
0.41 |
Time value: |
0.06 |
Break-even: |
46.71 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
4.43% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
8.11 |
Rho: |
0.03 |
Quote data
Open: |
0.452 |
High: |
0.533 |
Low: |
0.452 |
Previous Close: |
0.452 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.63% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+37.73% |
YTD |
|
|
+558.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.459 |
0.394 |
1M High / 1M Low: |
0.676 |
0.274 |
6M High / 6M Low: |
0.676 |
0.061 |
High (YTD): |
30/07/2024 |
0.676 |
Low (YTD): |
12/03/2024 |
0.061 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.506 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.320 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.78% |
Volatility 6M: |
|
223.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |