EGB Call/ERSTE GROUP 23-24
/ AT0000A38YY5
EGB Call/ERSTE GROUP 23-24/ AT0000A38YY5 /
| 06/09/2024 09:25:00 |
Chg.-0.090 |
Bid10:03:12 |
Ask10:03:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.568EUR |
-13.68% |
0.585
Bid Size: 10,000 |
0.605
Ask Size: 10,000 |
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: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.20 |
| Parity: |
0.65 |
| Time value: |
0.03 |
| Break-even: |
48.78 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.20% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
6.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.587 |
| High: |
0.587 |
| Low: |
0.568 |
| Previous Close: |
0.658 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.67% |
| 1 Month |
|
|
+86.84% |
| 3 Months |
|
|
+22.94% |
| YTD |
|
|
+601.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.798 |
0.639 |
| 1M High / 1M Low: |
0.798 |
0.304 |
| 6M High / 6M Low: |
0.798 |
0.061 |
| High (YTD): |
02/09/2024 |
0.798 |
| Low (YTD): |
12/03/2024 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.17% |
| Volatility 6M: |
|
209.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
