Erste Bank Call 65 0B2 20.12.2024
/ AT0000A3CF78
Erste Bank Call 65 0B2 20.12.2024/ AT0000A3CF78 /
2024-07-05 9:38:57 AM |
Chg.+0.031 |
Bid10:07:57 AM |
Ask10:07:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.469EUR |
+7.08% |
0.469 Bid Size: 10,000 |
0.489 Ask Size: 10,000 |
BAWAG GROUP AG |
65.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
EB1LD4 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-18 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.24 |
Parity: |
-0.08 |
Time value: |
0.46 |
Break-even: |
69.59 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
4.79% |
Delta: |
0.55 |
Theta: |
-0.02 |
Omega: |
7.65 |
Rho: |
0.14 |
Quote data
Open: |
0.460 |
High: |
0.469 |
Low: |
0.460 |
Previous Close: |
0.438 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+136.87% |
1 Month |
|
|
+129.90% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.438 |
0.198 |
1M High / 1M Low: |
0.438 |
0.135 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.225 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |