EGB Call/ERSTE GROUP 23-24
/ AT0000A38Z16
EGB Call/ERSTE GROUP 23-24/ AT0000A38Z16 /
2024-07-08 5:25:00 PM |
Chg.+0.009 |
Bid5:29:29 PM |
Ask5:29:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.624EUR |
+1.46% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
42.00 - |
2024-12-20 |
Call |
Master data
WKN: |
EB1F1C |
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: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
0.42 |
Time value: |
0.21 |
Break-even: |
48.28 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
3.46% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
5.56 |
Rho: |
0.13 |
Quote data
Open: |
0.589 |
High: |
0.624 |
Low: |
0.589 |
Previous Close: |
0.615 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.92% |
1 Month |
|
|
+19.08% |
3 Months |
|
|
+126.91% |
YTD |
|
|
+488.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.638 |
0.538 |
1M High / 1M Low: |
0.638 |
0.317 |
6M High / 6M Low: |
0.638 |
0.096 |
High (YTD): |
2024-07-04 |
0.638 |
Low (YTD): |
2024-03-05 |
0.096 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.478 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.303 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.82% |
Volatility 6M: |
|
158.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |