Erste Bank Call 34 CAI 20.12.2024
/ AT0000A390C3
Erste Bank Call 34 CAI 20.12.2024/ AT0000A390C3 /
02/09/2024 17:00:31 |
Chg.-0.018 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.178EUR |
-9.18% |
- Bid Size: - |
- Ask Size: - |
CA Immobilien Anlage... |
34.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
EB1F2V |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
CA Immobilien Anlagen AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
21/12/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.17 |
Parity: |
-0.22 |
Time value: |
0.20 |
Break-even: |
36.01 |
Moneyness: |
0.94 |
Premium: |
0.13 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
9.84% |
Delta: |
0.44 |
Theta: |
-0.01 |
Omega: |
6.97 |
Rho: |
0.04 |
Quote data
Open: |
0.218 |
High: |
0.218 |
Low: |
0.178 |
Previous Close: |
0.196 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.64% |
1 Month |
|
|
-3.78% |
3 Months |
|
|
+72.82% |
YTD |
|
|
-35.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.196 |
1M High / 1M Low: |
0.250 |
0.172 |
6M High / 6M Low: |
0.250 |
0.070 |
High (YTD): |
02/01/2024 |
0.259 |
Low (YTD): |
24/06/2024 |
0.070 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.150 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.77% |
Volatility 6M: |
|
144.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |