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: |
|
- |