Erste Bank Call 50 AZ2 20.09.2024
/ AT0000A36P51
Erste Bank Call 50 AZ2 20.09.2024/ AT0000A36P51 /
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: |
|
- |