EGB Call/VERBUND 23-24/ AT0000A36LV2 /
| 7/25/2024 9:25:00 AM | Chg.-0.103 | Bid9:34:37 AM | Ask9:34:37 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.398EUR | -20.56% | 0.372 Bid Size: 10,000 |
0.392 Ask Size: 10,000 |
VERBUND AG INH... | 74.2155 EUR | 9/20/2024 | Call |
Master data
| WKN: | EB1E0R |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 74.22 EUR |
| Maturity: | 9/20/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.26 |
| Parity: | 0.13 |
| Time value: | 0.33 |
| Break-even: | 78.77 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.02 |
| Spread %: | 4.78% |
| Delta: | 0.60 |
| Theta: | -0.03 |
| Omega: | 9.98 |
| Rho: | 0.06 |
Quote data
| Open: | 0.414 |
|---|---|
| High: | 0.414 |
| Low: | 0.398 |
| Previous Close: | 0.501 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -20.08% | ||
|---|---|---|---|
| 1 Month | -30.78% | ||
| 3 Months | +29.22% | ||
| YTD | -70.52% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.501 | 0.407 |
|---|---|---|
| 1M High / 1M Low: | 0.704 | 0.407 |
| 6M High / 6M Low: | 0.842 | 0.141 |
| High (YTD): | 1/10/2024 | 1.530 |
| Low (YTD): | 4/3/2024 | 0.141 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.459 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.534 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.437 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.94% | |
| Volatility 6M: | 230.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
