Erste Bank Call 40 EBO 20.12.2024
/ AT0000A38Z08
Erste Bank Call 40 EBO 20.12.2024/ AT0000A38Z08 /
| 2024-07-05 5:00:27 PM |
Chg.-0.016 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.772EUR |
-2.03% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F1D |
| 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: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.16 |
| Break-even: |
47.83 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.76% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.85 |
| Rho: |
0.14 |
Quote data
| Open: |
0.796 |
| High: |
0.803 |
| Low: |
0.752 |
| Previous Close: |
0.788 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.24% |
| 1 Month |
|
|
+8.58% |
| 3 Months |
|
|
+127.06% |
| YTD |
|
|
+370.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.788 |
0.680 |
| 1M High / 1M Low: |
0.788 |
0.444 |
| 6M High / 6M Low: |
0.788 |
0.140 |
| High (YTD): |
2024-07-04 |
0.788 |
| Low (YTD): |
2024-03-04 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.741 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.99% |
| Volatility 6M: |
|
143.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
