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Erste Bank Call 38 EBO 20.09.2024/  AT0000A36LS8  /

EUWAX
9/2/2024  9:15:05 AM Chg.-0.02 Bid12:44:58 PM Ask12:44:58 PM Underlying Strike price Expiration date Option type
1.13EUR -1.74% 1.20
Bid Size: 10,000		 1.23
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 38.00 - 9/20/2024 Call
 

Master data

WKN: EB1E0F
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 9/20/2024
Issue date: 8/23/2023
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.20
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.15
Implied volatility: 0.80
Historic volatility: 0.20
Parity: 1.15
Time value: 0.03
Break-even: 49.80
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.72%
Delta: 0.94
Theta: -0.03
Omega: 3.96
Rho: 0.02
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.63%
1 Month  
+59.15%
3 Months  
+44.87%
YTD  
+413.64%
1 Year  
+606.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.08
1M High / 1M Low: 1.15 0.57
6M High / 6M Low: 1.15 0.17
High (YTD): 8/30/2024 1.15
Low (YTD): 2/29/2024 0.16
52W High: 8/30/2024 1.15
52W Low: 9/27/2023 0.11
Avg. price 1W:   1.11
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.69
Avg. volume 6M:   0.00
Avg. price 1Y:   0.46
Avg. volume 1Y:   0.00
Volatility 1M:   127.12%
Volatility 6M:   136.33%
Volatility 1Y:   146.58%
Volatility 3Y:   -