EGB Call/VERBUND 23-24/ AT0000A38Z99 /
| 2024-07-05 11:25:00 AM | Chg.+0.033 | Bid12:29:06 PM | Ask12:29:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.412EUR | +8.71% | 0.414 Bid Size: 10,000 |
0.434 Ask Size: 10,000 |
VERBUND AG INH... | 84.1109 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F1W |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 84.11 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.27 |
| Parity: | -0.74 |
| Time value: | 0.40 |
| Break-even: | 88.08 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.02 |
| Spread %: | 5.25% |
| Delta: | 0.40 |
| Theta: | -0.02 |
| Omega: | 7.70 |
| Rho: | 0.12 |
Quote data
| Open: | 0.414 |
|---|---|
| High: | 0.423 |
| Low: | 0.412 |
| Previous Close: | 0.379 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +51.47% | ||
|---|---|---|---|
| 1 Month | -6.79% | ||
| 3 Months | +292.38% | ||
| YTD | -55.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.379 | 0.272 |
|---|---|---|
| 1M High / 1M Low: | 0.445 | 0.272 |
| 6M High / 6M Low: | 1.060 | 0.080 |
| High (YTD): | 2024-01-10 | 1.060 |
| Low (YTD): | 2024-04-03 | 0.080 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.332 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.375 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.325 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 178.36% | |
| Volatility 6M: | 240.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
