Erste Bank Call 30 VAS 21.03.2025
/ AT0000A3ABP0
Erste Bank Call 30 VAS 21.03.2025/ AT0000A3ABP0 /
| 2024-08-02 9:15:23 AM |
Chg.-0.004 |
Bid12:59:40 PM |
Ask12:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-9.09% |
0.040
Bid Size: 10,000 |
0.060
Ask Size: 10,000 |
VOESTALPINE AG |
30.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
EB1F7P |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-0.70 |
| Time value: |
0.06 |
| Break-even: |
30.63 |
| Moneyness: |
0.77 |
| Premium: |
0.33 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
50.00% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
7.70 |
| Rho: |
0.03 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.43% |
| 1 Month |
|
|
-56.99% |
| 3 Months |
|
|
-59.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.044 |
| 1M High / 1M Low: |
0.108 |
0.044 |
| 6M High / 6M Low: |
0.294 |
0.044 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.64% |
| Volatility 6M: |
|
181.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
