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Erste Bank Call 34 EBO 20.09.2024/  AT0000A36LQ2  /

EUWAX
9/6/2024  9:15:05 AM Chg.-0.07 Bid4:42:21 PM Ask4:42:21 PM Underlying Strike price Expiration date Option type
1.38EUR -4.83% 1.41
Bid Size: 10,000		 1.43
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 34.00 - 9/20/2024 Call
 

Master data

WKN: EB1E0H
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 9/20/2024
Issue date: 8/23/2023
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.45
Implied volatility: 1.18
Historic volatility: 0.20
Parity: 1.45
Time value: 0.03
Break-even: 48.80
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 2.07%
Delta: 0.95
Theta: -0.04
Omega: 3.12
Rho: 0.01
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.39%
1 Month  
+32.69%
3 Months  
+16.95%
YTD  
+206.67%
1 Year  
+331.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.44
1M High / 1M Low: 1.60 1.04
6M High / 6M Low: 1.60 0.42
High (YTD): 9/2/2024 1.60
Low (YTD): 2/29/2024 0.38
52W High: 9/2/2024 1.60
52W Low: 9/27/2023 0.22
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   1.09
Avg. volume 6M:   0.00
Avg. price 1Y:   0.76
Avg. volume 1Y:   0.00
Volatility 1M:   70.30%
Volatility 6M:   92.70%
Volatility 1Y:   107.31%
Volatility 3Y:   -