Erste Bank Call 44 0B2 20.09.2024
/ AT0000A36K56
Erste Bank Call 44 0B2 20.09.2024/ AT0000A36K56 /
| 2024-07-26 5:00:12 PM |
Chg.+0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+1.77% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
EB1EYW |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.24 |
| Parity: |
2.26 |
| Time value: |
0.05 |
| Break-even: |
67.00 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.80 |
| Rho: |
0.06 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.30 |
| Previous Close: |
2.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
+51.32% |
| 3 Months |
|
|
+57.53% |
| YTD |
|
|
+342.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.26 |
| 1M High / 1M Low: |
2.42 |
1.52 |
| 6M High / 6M Low: |
2.42 |
0.49 |
| High (YTD): |
2024-07-23 |
2.42 |
| Low (YTD): |
2024-01-17 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
78.74 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.81% |
| Volatility 6M: |
|
118.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
