EGB Call/ERSTE GROUP 24-25
/ AT0000A3DMS5
EGB Call/ERSTE GROUP 24-25/ AT0000A3DMS5 /
| 11/12/2024 5:25:00 PM |
Chg.-0.068 |
Bid5:28:53 PM |
Ask5:28:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.638EUR |
-9.63% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
48.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
EB1LVF |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
6/19/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.52 |
| Time value: |
0.19 |
| Break-even: |
55.15 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.94 |
| Rho: |
0.21 |
Quote data
| Open: |
0.664 |
| High: |
0.664 |
| Low: |
0.638 |
| Previous Close: |
0.706 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.99% |
| 1 Month |
|
|
+39.91% |
| 3 Months |
|
|
+91.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.732 |
0.670 |
| 1M High / 1M Low: |
0.732 |
0.409 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
