Erste Bank Call 60 0B2 20.06.2025
/ AT0000A3CFA9
Erste Bank Call 60 0B2 20.06.2025/ AT0000A3CFA9 /
| 2024-07-26 9:16:49 AM |
Chg.+0.06 |
Bid4:50:24 PM |
Ask4:50:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+5.50% |
1.10
Bid Size: 10,000 |
1.13
Ask Size: 10,000 |
BAWAG GROUP AG |
60.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
EB1LD1 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.63 |
| Time value: |
0.48 |
| Break-even: |
71.10 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.45 |
| Rho: |
0.34 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.48% |
| 1 Month |
|
|
+134.69% |
| 3 Months |
|
|
+101.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.08 |
| 1M High / 1M Low: |
1.21 |
0.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
