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Erste Bank Call 50 AZ2 20.09.2024/  AT0000A36P51  /

EUWAX
05/09/2024  17:00:13 Chg.-0.125 Bid20:00:03 Ask20:00:03 Underlying Strike price Expiration date Option type
0.843EUR -12.91% -
Bid Size: -		 -
Ask Size: -		 ANDRITZ AG 50.00 EUR 20/09/2024 Call
 

Master data

WKN: EB1E2U
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 20/09/2024
Issue date: 23/08/2023
Last trading day: 17/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.92
Implied volatility: 0.58
Historic volatility: 0.24
Parity: 0.92
Time value: 0.03
Break-even: 59.48
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.16%
Delta: 0.93
Theta: -0.03
Omega: 5.84
Rho: 0.02
 

Quote data

Open: 0.932
High: 0.932
Low: 0.843
Previous Close: 0.968
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+63.69%
3 Months
  -1.75%
YTD  
+1.81%
1 Year  
+22.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.943
1M High / 1M Low: 1.010 0.515
6M High / 6M Low: 1.140 0.446
High (YTD): 28/02/2024 1.170
Low (YTD): 26/04/2024 0.446
52W High: 28/02/2024 1.170
52W Low: 27/10/2023 0.146
Avg. price 1W:   0.969
Avg. volume 1W:   0.000
Avg. price 1M:   0.761
Avg. volume 1M:   0.000
Avg. price 6M:   0.783
Avg. volume 6M:   0.000
Avg. price 1Y:   0.687
Avg. volume 1Y:   0.000
Volatility 1M:   121.86%
Volatility 6M:   143.52%
Volatility 1Y:   161.07%
Volatility 3Y:   -