Erste Bank Call 60 AZ2 20.12.2024
/ AT0000A39070
Erste Bank Call 60 AZ2 20.12.2024/ AT0000A39070 /
| 29/08/2024 17:00:30 |
Chg.+0.024 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.353EUR |
+7.29% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
60.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
EB1F2P |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.15 |
| Time value: |
0.32 |
| Break-even: |
63.22 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
6.62% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
9.02 |
| Rho: |
0.08 |
Quote data
| Open: |
0.311 |
| High: |
0.353 |
| Low: |
0.311 |
| Previous Close: |
0.329 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.26% |
| 1 Month |
|
|
+60.45% |
| 3 Months |
|
|
+81.03% |
| YTD |
|
|
-4.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.329 |
0.271 |
| 1M High / 1M Low: |
0.389 |
0.159 |
| 6M High / 6M Low: |
0.553 |
0.148 |
| High (YTD): |
28/02/2024 |
0.575 |
| Low (YTD): |
26/04/2024 |
0.148 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.32% |
| Volatility 6M: |
|
206.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
