Erste Bank Call 44 EBO 21.03.2025/  AT0000A3ACG7  /

EUWAX
2024-08-30  5:00:09 PM Chg.+0.023 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.739EUR +3.21% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 44.00 - 2025-03-21 Call
 

Master data

WKN: EB1F8B
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: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.46
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.55
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.55
Time value: 0.22
Break-even: 51.66
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.13%
Delta: 0.79
Theta: -0.01
Omega: 5.10
Rho: 0.17
 

Quote data

Open: 0.717
High: 0.739
Low: 0.717
Previous Close: 0.716
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.36%
1 Month  
+75.53%
3 Months  
+48.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.739 0.682
1M High / 1M Low: 0.739 0.336
6M High / 6M Low: 0.739 0.108
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.575
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   196.850
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.57%
Volatility 6M:   138.97%
Volatility 1Y:   -
Volatility 3Y:   -