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: | - |
