EGB Call/RBI 23-24/ AT0000A38Z81 /
| 11/15/2024 5:25:00 PM | Chg.-0.030 | Bid5:29:19 PM | Ask5:29:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.060EUR | -33.33% | - Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... | 18.00 EUR | 12/20/2024 | Call |
Master data
| WKN: | EB1F1M |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | RAIFFEISEN BK INTL INH. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 EUR |
| Maturity: | 12/20/2024 |
| Issue date: | 12/21/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 23.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.31 |
| Parity: | -0.03 |
| Time value: | 0.08 |
| Break-even: | 18.77 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.86 |
| Spread abs.: | 0.02 |
| Spread %: | 35.09% |
| Delta: | 0.48 |
| Theta: | -0.01 |
| Omega: | 11.12 |
| Rho: | 0.01 |
Quote data
| Open: | 0.078 |
|---|---|
| High: | 0.078 |
| Low: | 0.059 |
| Previous Close: | 0.090 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -45.45% | ||
|---|---|---|---|
| 1 Month | -55.88% | ||
| 3 Months | -35.48% | ||
| YTD | -72.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.122 | 0.060 |
|---|---|---|
| 1M High / 1M Low: | 0.144 | 0.029 |
| 6M High / 6M Low: | 0.173 | 0.029 |
| High (YTD): | 1/26/2024 | 0.321 |
| Low (YTD): | 10/31/2024 | 0.029 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.096 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.093 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.107 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 583.18% | |
| Volatility 6M: | 295.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
