Erste Bank Call 28 VAS 21.03.2025
/ AT0000A3ABN5
Erste Bank Call 28 VAS 21.03.2025/ AT0000A3ABN5 /
10/07/2024 17:00:04 |
Chg.+0.009 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.145EUR |
+6.62% |
- Bid Size: - |
- Ask Size: - |
VOESTALPINE AG |
28.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
EB1F7Q |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
02/02/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-0.26 |
Time value: |
0.16 |
Break-even: |
29.61 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
15.00% |
Delta: |
0.42 |
Theta: |
-0.01 |
Omega: |
6.68 |
Rho: |
0.06 |
Quote data
Open: |
0.135 |
High: |
0.145 |
Low: |
0.135 |
Previous Close: |
0.136 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.81% |
1 Month |
|
|
-22.46% |
3 Months |
|
|
-44.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.163 |
0.136 |
1M High / 1M Low: |
0.187 |
0.115 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.153 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |