Erste Bank Call 16 RAW 20.12.2024
/ AT0000A38Z65
Erste Bank Call 16 RAW 20.12.2024/ AT0000A38Z65 /
2024-07-10 5:00:25 PM |
Chg.-0.002 |
Bid8:00:00 PM |
Ask8:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.215EUR |
-0.92% |
- Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... |
16.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
EB1F1P |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.36 |
Historic volatility: |
0.28 |
Parity: |
0.12 |
Time value: |
0.12 |
Break-even: |
18.40 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
9.59% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
4.93 |
Rho: |
0.04 |
Quote data
Open: |
0.219 |
High: |
0.219 |
Low: |
0.215 |
Previous Close: |
0.217 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.02% |
1 Month |
|
|
+7.50% |
3 Months |
|
|
-38.40% |
YTD |
|
|
-39.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.252 |
0.217 |
1M High / 1M Low: |
0.252 |
0.137 |
6M High / 6M Low: |
0.462 |
0.137 |
High (YTD): |
2024-01-26 |
0.462 |
Low (YTD): |
2024-06-14 |
0.137 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.239 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.307 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.77% |
Volatility 6M: |
|
147.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |