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Erste Bank Call 29.2693 CAI 20.09.../  AT0000A36N20  /

EUWAX
2024-07-05  5:00:07 PM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.373EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 CA Immobilien Anlage... 29.2693 EUR 2024-09-20 Call
 

Master data

WKN: EB1E1Q
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: CA Immobilien Anlagen AG
Type: Warrant
Option type: Call
Strike price: 29.27 EUR
Maturity: 2024-09-20
Issue date: 2023-08-23
Last trading day: 2024-09-17
Ratio: 9.15:1
Exercise type: American
Quanto: -
Gearing: 8.65
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.19
Implied volatility: 0.45
Historic volatility: 0.16
Parity: 0.19
Time value: 0.20
Break-even: 32.86
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 5.66%
Delta: 0.66
Theta: -0.02
Omega: 5.75
Rho: 0.04
 

Quote data

Open: 0.376
High: 0.376
Low: 0.367
Previous Close: 0.373
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.42%
1 Month  
+26.44%
3 Months  
+3.04%
YTD
  -31.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.396 0.370
1M High / 1M Low: 0.396 0.167
6M High / 6M Low: 0.473 0.167
High (YTD): 2024-01-02 0.521
Low (YTD): 2024-06-24 0.167
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.81%
Volatility 6M:   120.83%
Volatility 1Y:   -
Volatility 3Y:   -