Erste Bank Call 16 RAW 20.09.2024
/ AT0000A37SN2
Erste Bank Call 16 RAW 20.09.2024/ AT0000A37SN2 /
| 9/10/2024 5:00:14 PM |
Chg.-0.023 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
RAIFFEISEN BK INTL I... |
16.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
EB1FHD |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.30 |
| Parity: |
0.10 |
| Time value: |
0.04 |
| Break-even: |
17.36 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.02 |
| Spread %: |
18.26% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
8.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.118 |
| High: |
0.118 |
| Low: |
0.092 |
| Previous Close: |
0.115 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.58% |
| 1 Month |
|
|
-7.07% |
| 3 Months |
|
|
-41.03% |
| YTD |
|
|
-72.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.092 |
| 1M High / 1M Low: |
0.217 |
0.092 |
| 6M High / 6M Low: |
0.361 |
0.089 |
| High (YTD): |
2/22/2024 |
0.456 |
| Low (YTD): |
8/5/2024 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.75% |
| Volatility 6M: |
|
203.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
