Erste Bank Call 34 EBO 20.09.2024
/ AT0000A36LQ2
Erste Bank Call 34 EBO 20.09.2024/ AT0000A36LQ2 /
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: |
|
- |