EGB Call/ERSTE GROUP 24-24
/ AT0000A3ACD4
EGB Call/ERSTE GROUP 24-24/ AT0000A3ACD4 /
| 14/11/2024 15:25:00 |
Chg.+0.063 |
Bid17:02:35 |
Ask17:02:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.884EUR |
+7.67% |
0.894
Bid Size: 10,000 |
0.915
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
44.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
EB1F8E |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
02/02/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
0.79 |
| Time value: |
0.05 |
| Break-even: |
52.33 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.59% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
5.65 |
| Rho: |
0.04 |
Quote data
| Open: |
0.816 |
| High: |
0.884 |
| Low: |
0.816 |
| Previous Close: |
0.821 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.61% |
| 1 Month |
|
|
+42.81% |
| 3 Months |
|
|
+85.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.978 |
0.821 |
| 1M High / 1M Low: |
0.978 |
0.541 |
| 6M High / 6M Low: |
0.978 |
0.221 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.506 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.51% |
| Volatility 6M: |
|
162.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
