EGB Call/VERBUND 23-24/ AT0000A38ZB0 /
| 2024-07-26 1:25:00 PM | Chg.-0.027 | Bid1:36:50 PM | Ask1:36:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.054EUR | -33.33% | 0.058 Bid Size: 10,000 |
0.079 Ask Size: 10,000 |
VERBUND AG INH... | 94.0063 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F1U |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 94.01 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: | 73.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.26 |
| Parity: | -1.97 |
| Time value: | 0.10 |
| Break-even: | 95.02 |
| Moneyness: | 0.79 |
| Premium: | 0.28 |
| Premium p.a.: | 0.83 |
| Spread abs.: | 0.02 |
| Spread %: | 25.93% |
| Delta: | 0.15 |
| Theta: | -0.01 |
| Omega: | 10.97 |
| Rho: | 0.04 |
Quote data
| Open: | 0.070 |
|---|---|
| High: | 0.070 |
| Low: | 0.047 |
| Previous Close: | 0.081 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -37.21% | ||
|---|---|---|---|
| 1 Month | -59.40% | ||
| 3 Months | +3.85% | ||
| YTD | -89.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.108 | 0.081 |
|---|---|---|
| 1M High / 1M Low: | 0.172 | 0.081 |
| 6M High / 6M Low: | 0.264 | 0.019 |
| High (YTD): | 2024-01-10 | 0.623 |
| Low (YTD): | 2024-04-03 | 0.019 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.093 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.119 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.109 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 263.82% | |
| Volatility 6M: | 339.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
