EGB Call/RBI 23-24/ AT0000A38Z81 /
| 7/10/2024 5:25:00 PM | Chg.-0.001 | Bid5:28:20 PM | Ask5:28:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.112EUR | -0.88% | - 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: | 11.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.28 |
| Parity: | -0.08 |
| Time value: | 0.15 |
| Break-even: | 19.51 |
| Moneyness: | 0.96 |
| Premium: | 0.13 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 15.27% |
| Delta: | 0.50 |
| Theta: | -0.01 |
| Omega: | 5.74 |
| Rho: | 0.03 |
Quote data
| Open: | 0.114 |
|---|---|
| High: | 0.114 |
| Low: | 0.111 |
| Previous Close: | 0.113 |
| Turnover: | - |
| Market phase: | PT |
All quotes in EUR
Performance
| 1 Week | -15.79% | ||
|---|---|---|---|
| 1 Month | +9.80% | ||
| 3 Months | -47.17% | ||
| YTD | -49.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.133 | 0.112 |
|---|---|---|
| 1M High / 1M Low: | 0.133 | 0.069 |
| 6M High / 6M Low: | 0.321 | 0.069 |
| High (YTD): | 1/26/2024 | 0.321 |
| Low (YTD): | 6/14/2024 | 0.069 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.123 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.099 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.189 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 206.17% | |
| Volatility 6M: | 177.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
