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: |
|
- |
