EGB Call/ERSTE GROUP 23-24
/ AT0000A38Z08
EGB Call/ERSTE GROUP 23-24/ AT0000A38Z08 /
| 2024-07-05 5:25:00 PM |
Chg.-0.025 |
Bid5:27:24 PM |
Ask5:27:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.771EUR |
-3.14% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F1D |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.16 |
| Break-even: |
47.83 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.76% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.85 |
| Rho: |
0.14 |
Quote data
| Open: |
0.793 |
| High: |
0.797 |
| Low: |
0.752 |
| Previous Close: |
0.796 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.57% |
| 1 Month |
|
|
+9.05% |
| 3 Months |
|
|
+124.78% |
| YTD |
|
|
+378.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.796 |
0.687 |
| 1M High / 1M Low: |
0.796 |
0.436 |
| 6M High / 6M Low: |
0.796 |
0.144 |
| High (YTD): |
2024-07-04 |
0.796 |
| Low (YTD): |
2024-03-04 |
0.144 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.749 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
15.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.39% |
| Volatility 6M: |
|
141.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
