EGB Call/VERBUND 24-24/ AT0000A3ACM5 /
| 2024-07-26 12:12:26 PM | Chg.-0.114 | Bid12:49:59 PM | Ask12:49:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.313EUR | -26.70% | 0.323 Bid Size: 10,000 |
0.344 Ask Size: 10,000 |
VERBUND AG INH... | 79.1632 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F8P |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 79.16 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2024-02-02 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.26 |
| Parity: | -0.47 |
| Time value: | 0.45 |
| Break-even: | 83.58 |
| Moneyness: | 0.94 |
| Premium: | 0.12 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 4.68% |
| Delta: | 0.45 |
| Theta: | -0.02 |
| Omega: | 7.53 |
| Rho: | 0.12 |
Quote data
| Open: | 0.389 |
|---|---|
| High: | 0.389 |
| Low: | 0.297 |
| Previous Close: | 0.427 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -27.71% | ||
|---|---|---|---|
| 1 Month | -42.57% | ||
| 3 Months | +10.21% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.511 | 0.427 |
|---|---|---|
| 1M High / 1M Low: | 0.662 | 0.427 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.460 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.523 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 178.51% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
