Erste Bank Call 65 0B2 20.09.2024
/ AT0000A3CF60
Erste Bank Call 65 0B2 20.09.2024/ AT0000A3CF60 /
| 13/09/2024 09:16:35 |
Chg.+0.025 |
Bid14:52:49 |
Ask14:52:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.506EUR |
+5.20% |
0.510
Bid Size: 10,000 |
0.530
Ask Size: 10,000 |
BAWAG GROUP AG |
65.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
EB1LD5 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
0.48 |
| Time value: |
0.04 |
| Break-even: |
70.12 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
4.28% |
| Delta: |
0.86 |
| Theta: |
-0.08 |
| Omega: |
11.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.506 |
| High: |
0.506 |
| Low: |
0.506 |
| Previous Close: |
0.481 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.47% |
| 1 Month |
|
|
+86.72% |
| 3 Months |
|
|
+548.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.541 |
0.365 |
| 1M High / 1M Low: |
0.618 |
0.271 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
