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

EUWAX
2024-07-26  5:00:28 PM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.265EUR -3.64% -
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: 11.38
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.06
Implied volatility: 0.50
Historic volatility: 0.16
Parity: 0.06
Time value: 0.23
Break-even: 31.89
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 7.92%
Delta: 0.58
Theta: -0.02
Omega: 6.66
Rho: 0.02
 

Quote data

Open: 0.269
High: 0.269
Low: 0.265
Previous Close: 0.275
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.99%
1 Month
  -18.71%
3 Months
  -5.69%
YTD
  -51.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.291 0.265
1M High / 1M Low: 0.396 0.265
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:   0.281
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.42%
Volatility 6M:   119.05%
Volatility 1Y:   -
Volatility 3Y:   -