EGB Call/VERBUND 24-24/ AT0000A3ACL7 /
8/30/2024 5:25:00 PM | Chg.+0.065 | Bid5:28:13 PM | Ask5:28:13 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.710EUR | +10.08% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 74.2155 EUR | 12/20/2024 | Call |
Master data
WKN: | EB1F8Q |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 74.22 EUR |
Maturity: | 12/20/2024 |
Issue date: | 2/2/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 9.89:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.54 |
Leverage: | Yes |
Calculated values
Fair value: | 0.61 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 0.30 |
Historic volatility: | 0.27 |
Parity: | 0.22 |
Time value: | 0.45 |
Break-even: | 80.83 |
Moneyness: | 1.03 |
Premium: | 0.06 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.02 |
Spread %: | 3.08% |
Delta: | 0.62 |
Theta: | -0.03 |
Omega: | 7.21 |
Rho: | 0.13 |
Quote data
Open: | 0.700 |
---|---|
High: | 0.752 |
Low: | 0.700 |
Previous Close: | 0.645 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -8.62% | ||
---|---|---|---|
1 Month | +14.70% | ||
3 Months | -15.17% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.809 | 0.645 |
---|---|---|
1M High / 1M Low: | 0.809 | 0.508 |
6M High / 6M Low: | 0.954 | 0.241 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.736 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.695 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.640 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 172.15% | |
Volatility 6M: | 170.84% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |