EGB Call/ERSTE GROUP 23-24
/ AT0000A38YZ2
EGB Call/ERSTE GROUP 23-24/ AT0000A38YZ2 /
7/8/2024 5:25:00 PM |
Chg.+0.011 |
Bid5:29:29 PM |
Ask5:29:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.951EUR |
+1.17% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
38.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/21/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
0.82 |
Time value: |
0.13 |
Break-even: |
47.52 |
Moneyness: |
1.22 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
2.26% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
4.23 |
Rho: |
0.14 |
Quote data
Open: |
0.911 |
High: |
0.951 |
Low: |
0.911 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.71% |
1 Month |
|
|
+13.76% |
3 Months |
|
|
+80.11% |
YTD |
|
|
+299.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.966 |
0.849 |
1M High / 1M Low: |
0.966 |
0.577 |
6M High / 6M Low: |
0.966 |
0.211 |
High (YTD): |
7/4/2024 |
0.966 |
Low (YTD): |
3/4/2024 |
0.211 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.915 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.779 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.545 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.85% |
Volatility 6M: |
|
124.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |