EGB Call/ERSTE GROUP 23-24
/ AT0000A38YZ2
EGB Call/ERSTE GROUP 23-24/ AT0000A38YZ2 /
02/09/2024 13:25:00 |
Chg.+0.070 |
Bid14:08:01 |
Ask14:08:01 |
Underlying |
Strike price |
Expiration date |
Option type |
1.260EUR |
+5.88% |
1.270 Bid Size: 10,000 |
1.300 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
38.00 - |
20/12/2024 |
Call |
Master data
WKN: |
EB1F1E |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
20/12/2024 |
Issue date: |
21/12/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.38 |
Historic volatility: |
0.20 |
Parity: |
1.15 |
Time value: |
0.08 |
Break-even: |
50.30 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
2.50% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
3.72 |
Rho: |
0.10 |
Quote data
Open: |
1.180 |
High: |
1.260 |
Low: |
1.160 |
Previous Close: |
1.190 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
+11.50% |
1 Month |
|
|
+63.64% |
3 Months |
|
|
+48.58% |
YTD |
|
|
+429.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.130 |
1M High / 1M Low: |
1.190 |
0.703 |
6M High / 6M Low: |
1.190 |
0.211 |
High (YTD): |
30/08/2024 |
1.190 |
Low (YTD): |
04/03/2024 |
0.211 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.980 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.739 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.62% |
Volatility 6M: |
|
114.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |