Erste Bank Call 46 EBO 20.09.2024
/ AT0000A3CGF6
Erste Bank Call 46 EBO 20.09.2024/ AT0000A3CGF6 /
2024-09-02 9:16:35 AM |
Chg.-0.017 |
Bid10:44:57 AM |
Ask10:44:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.348EUR |
-4.66% |
0.392 Bid Size: 10,000 |
0.413 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
46.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
EB1LFE |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-18 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.36 |
Historic volatility: |
0.20 |
Parity: |
0.35 |
Time value: |
0.04 |
Break-even: |
49.94 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
4.23% |
Delta: |
0.84 |
Theta: |
-0.03 |
Omega: |
10.53 |
Rho: |
0.02 |
Quote data
Open: |
0.348 |
High: |
0.348 |
Low: |
0.348 |
Previous Close: |
0.365 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.85% |
1 Month |
|
|
+255.10% |
3 Months |
|
|
+91.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.365 |
0.303 |
1M High / 1M Low: |
0.365 |
0.052 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.215 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
433.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |