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Erste Bank Call 17 RAW 20.12.2024/  AT0000A38Z73  /

EUWAX
2024-06-28  5:00:27 PM Chg.+0.004 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.119EUR +3.48% -
Bid Size: -		 -
Ask Size: -		 RAIFFEISEN BK INTL I... 17.00 EUR 2024-12-20 Call
 

Master data

WKN: EB1F1N
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-21
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.50
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.29
Parity: -0.08
Time value: 0.14
Break-even: 18.41
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 17.50%
Delta: 0.50
Theta: -0.01
Omega: 5.79
Rho: 0.03
 

Quote data

Open: 0.118
High: 0.119
Low: 0.118
Previous Close: 0.115
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.03%
1 Month
  -32.77%
3 Months
  -49.36%
YTD
  -58.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.133 0.115
1M High / 1M Low: 0.178 0.095
6M High / 6M Low: 0.388 0.095
High (YTD): 2024-01-26 0.388
Low (YTD): 2024-06-14 0.095
52W High: - -
52W Low: - -
Avg. price 1W:   0.123
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.49%
Volatility 6M:   161.19%
Volatility 1Y:   -
Volatility 3Y:   -