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: |
|
- |
