Erste Bank Call 40 EBO 20.09.2024
/ AT0000A38YX7
Erste Bank Call 40 EBO 20.09.2024/ AT0000A38YX7 /
8/14/2024 5:00:29 PM |
Chg.+0.081 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.721EUR |
+12.66% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 - |
9/20/2024 |
Call |
Master data
WKN: |
EB1F1G |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
9/20/2024 |
Issue date: |
12/21/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.40 |
Historic volatility: |
0.20 |
Parity: |
0.61 |
Time value: |
0.05 |
Break-even: |
46.57 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
3.14% |
Delta: |
0.89 |
Theta: |
-0.02 |
Omega: |
6.21 |
Rho: |
0.03 |
Quote data
Open: |
0.634 |
High: |
0.721 |
Low: |
0.634 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.10% |
1 Month |
|
|
+1.26% |
3 Months |
|
|
+25.39% |
YTD |
|
|
+442.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.646 |
0.621 |
1M High / 1M Low: |
0.862 |
0.396 |
6M High / 6M Low: |
0.862 |
0.097 |
High (YTD): |
7/30/2024 |
0.862 |
Low (YTD): |
2/29/2024 |
0.097 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.686 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.457 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.44% |
Volatility 6M: |
|
189.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |