EGB Call/RBI 23-24/ AT0000A38Z73 /
| 15/11/2024 17:25:00 | Chg.-0.039 | Bid17:29:19 | Ask17:29:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.118EUR | -24.84% | - Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... | 17.00 EUR | 20/12/2024 | Call |
Master data
| WKN: | EB1F1N |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | RAIFFEISEN BK INTL INH. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 EUR |
| Maturity: | 20/12/2024 |
| Issue date: | 21/12/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.31 |
| Parity: | 0.07 |
| Time value: | 0.06 |
| Break-even: | 18.33 |
| Moneyness: | 1.04 |
| Premium: | 0.03 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.02 |
| Spread %: | 17.70% |
| Delta: | 0.66 |
| Theta: | -0.01 |
| Omega: | 8.77 |
| Rho: | 0.01 |
Quote data
| Open: | 0.142 |
|---|---|
| High: | 0.142 |
| Low: | 0.116 |
| Previous Close: | 0.157 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -39.80% | ||
|---|---|---|---|
| 1 Month | -36.90% | ||
| 3 Months | -15.71% | ||
| YTD | -57.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.196 | 0.118 |
|---|---|---|
| 1M High / 1M Low: | 0.220 | 0.061 |
| 6M High / 6M Low: | 0.231 | 0.061 |
| High (YTD): | 26/01/2024 | 0.388 |
| Low (YTD): | 31/10/2024 | 0.061 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.164 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.151 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.157 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 450.07% | |
| Volatility 6M: | 236.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
