EGB Call/ERSTE GROUP 24-25
/ AT0000A3CGL4
EGB Call/ERSTE GROUP 24-25/ AT0000A3CGL4 /
| 11/11/2024 09:25:00 |
Chg.+0.007 |
Bid10:45:52 |
Ask10:45:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.898EUR |
+0.79% |
0.896
Bid Size: 10,000 |
0.917
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
46.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
EB1LE9 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
18/04/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
0.16 |
| Break-even: |
55.07 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.14% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
5.05 |
| Rho: |
0.22 |
Quote data
| Open: |
0.905 |
| High: |
0.905 |
| Low: |
0.898 |
| Previous Close: |
0.891 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.67% |
| 1 Month |
|
|
+54.03% |
| 3 Months |
|
|
+110.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.894 |
0.790 |
| 1M High / 1M Low: |
0.894 |
0.532 |
| 6M High / 6M Low: |
0.894 |
0.288 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.853 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.30% |
| Volatility 6M: |
|
137.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
