EGB Call/UNIQA 23-24/ AT0000A36NC8 /
| 28/06/2024 17:25:00 | Chg.+0.001 | Bid17:25:00 | Ask17:25:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.071EUR | +1.43% | - Bid Size: - |
- Ask Size: - |
UNIQA INSURANCE GROU... | 7.50 EUR | 20/09/2024 | Call |
Master data
| WKN: | EB1E13 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | UNIQA INSURANCE GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.50 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 23/08/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.05 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.11 |
| Parity: | 0.05 |
| Time value: | 0.04 |
| Break-even: | 8.39 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.02 |
| Spread %: | 28.99% |
| Delta: | 0.67 |
| Theta: | 0.00 |
| Omega: | 6.02 |
| Rho: | 0.01 |
Quote data
| Open: | 0.070 |
|---|---|
| High: | 0.071 |
| Low: | 0.070 |
| Previous Close: | 0.070 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +39.22% | ||
|---|---|---|---|
| 1 Month | -4.05% | ||
| 3 Months | +9.23% | ||
| YTD | +82.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.074 | 0.068 |
|---|---|---|
| 1M High / 1M Low: | 0.076 | 0.039 |
| 6M High / 6M Low: | 0.083 | 0.037 |
| High (YTD): | 29/04/2024 | 0.083 |
| Low (YTD): | 03/01/2024 | 0.037 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.070 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.065 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.064 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 223.36% | |
| Volatility 6M: | 112.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
