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Erste Bank Call 32.928 CAI 20.09..../  AT0000A37SF8  /

EUWAX
26/07/2024  17:00:18 Chg.+0.003 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.092EUR +3.37% -
Bid Size: -		 -
Ask Size: -		 CA Immobilien Anlage... 32.928 EUR 20/09/2024 Call
 

Master data

WKN: EB1FG4
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: CA Immobilien Anlagen AG
Type: Warrant
Option type: Call
Strike price: 32.93 EUR
Maturity: 20/09/2024
Issue date: 19/10/2023
Last trading day: 17/09/2024
Ratio: 9.15:1
Exercise type: American
Quanto: -
Gearing: 28.06
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.16
Parity: -0.34
Time value: 0.12
Break-even: 33.99
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 1.40
Spread abs.: 0.02
Spread %: 19.59%
Delta: 0.33
Theta: -0.02
Omega: 9.28
Rho: 0.01
 

Quote data

Open: 0.085
High: 0.092
Low: 0.085
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.07%
1 Month
  -14.81%
3 Months
  -13.21%
YTD
  -69.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.089
1M High / 1M Low: 0.169 0.089
6M High / 6M Low: 0.226 0.041
High (YTD): 02/01/2024 0.283
Low (YTD): 24/06/2024 0.041
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.15%
Volatility 6M:   196.74%
Volatility 1Y:   -
Volatility 3Y:   -