Erste Bank Call 44 EBO 20.12.2024/  AT0000A3ACD4  /

EUWAX
2024-06-27  5:00:18 PM Chg.+0.010 Bid8:00:00 PM Ask8:00:00 PM Underlying Strike price Expiration date Option type
0.334EUR +3.09% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 44.00 - 2024-12-20 Call
 

Master data

WKN: EB1F8E
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-12-20
Issue date: 2024-02-02
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.64
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.00
Time value: 0.35
Break-even: 47.48
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 6.10%
Delta: 0.57
Theta: -0.01
Omega: 7.25
Rho: 0.10
 

Quote data

Open: 0.327
High: 0.334
Low: 0.327
Previous Close: 0.324
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.75%
1 Month
  -12.11%
3 Months  
+185.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.347 0.289
1M High / 1M Low: 0.428 0.226
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -