EGB Call/WIENERBERGER 24-24
/ AT0000A3ACU8
EGB Call/WIENERBERGER 24-24/ AT0000A3ACU8 /
2024-07-29 5:25:00 PM |
Chg.-0.026 |
Bid5:28:23 PM |
Ask5:28:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.121EUR |
-17.69% |
- Bid Size: - |
- Ask Size: - |
WIENERBERGER |
36.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
EB1F8W |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
WIENERBERGER |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-02 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.23 |
Parity: |
-0.31 |
Time value: |
0.17 |
Break-even: |
37.65 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
1.52 |
Spread abs.: |
0.02 |
Spread %: |
14.58% |
Delta: |
0.38 |
Theta: |
-0.03 |
Omega: |
7.65 |
Rho: |
0.02 |
Quote data
Open: |
0.136 |
High: |
0.136 |
Low: |
0.121 |
Previous Close: |
0.147 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.33% |
1 Month |
|
|
-15.97% |
3 Months |
|
|
-9.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.158 |
0.116 |
1M High / 1M Low: |
0.163 |
0.116 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.144 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
165.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |