Erste Bank Call 60 0B2 20.12.2024
/ AT0000A3AB90
Erste Bank Call 60 0B2 20.12.2024/ AT0000A3AB90 /
| 2024-07-04 5:00:04 PM |
Chg.+0.112 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.743EUR |
+17.75% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
60.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F67 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.23 |
| Time value: |
0.40 |
| Break-even: |
66.34 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.43% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
6.39 |
| Rho: |
0.16 |
Quote data
| Open: |
0.648 |
| High: |
0.743 |
| Low: |
0.648 |
| Previous Close: |
0.631 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.83% |
| 1 Month |
|
|
+79.47% |
| 3 Months |
|
|
+153.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.743 |
0.402 |
| 1M High / 1M Low: |
0.743 |
0.289 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.575 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
