Erste Bank Call 36 EBO 20.09.2024
/ AT0000A36LR0
Erste Bank Call 36 EBO 20.09.2024/ AT0000A36LR0 /
| 7/9/2024 9:40:42 AM |
Chg.-0.05 |
Bid3:28:57 PM |
Ask3:28:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-4.67% |
0.99
Bid Size: 10,000 |
1.01
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
36.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
EB1E0G |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
1.04 |
| Time value: |
0.05 |
| Break-even: |
46.90 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.83% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.98 |
| Rho: |
0.06 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.02 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+7.37% |
| 3 Months |
|
|
+52.24% |
| YTD |
|
|
+218.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.96 |
| 1M High / 1M Low: |
1.08 |
0.67 |
| 6M High / 6M Low: |
1.16 |
0.25 |
| High (YTD): |
5/20/2024 |
1.16 |
| Low (YTD): |
2/29/2024 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.09% |
| Volatility 6M: |
|
127.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
