Erste Bank Call 42 EBO 21.03.2025/  AT0000A3ACF9  /

EUWAX
2024-07-05  5:00:12 PM Chg.-0.016 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.700EUR -2.23% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 42.00 - 2025-03-21 Call
 

Master data

WKN: EB1F8C
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.47
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.42
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.42
Time value: 0.29
Break-even: 49.14
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 3.03%
Delta: 0.74
Theta: -0.01
Omega: 4.80
Rho: 0.19
 

Quote data

Open: 0.722
High: 0.729
Low: 0.681
Previous Close: 0.716
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.50%
1 Month  
+8.02%
3 Months  
+134.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.716 0.614
1M High / 1M Low: 0.716 0.406
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.669
Avg. volume 1W:   0.000
Avg. price 1M:   0.566
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -