Erste Bank Call 7.5 UN9 20.09.2024
/ AT0000A36NC8
Erste Bank Call 7.5 UN9 20.09.202.../ AT0000A36NC8 /
8/30/2024 5:00:05 PM |
Chg.+0.002 |
Bid5:45:00 PM |
Ask5:45:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
+6.06% |
- Bid Size: - |
- Ask Size: - |
UNIQA INSURANCE GROU... |
7.50 EUR |
9/20/2024 |
Call |
Master data
WKN: |
EB1E13 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
UNIQA INSURANCE GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/23/2023 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.57 |
Historic volatility: |
0.12 |
Parity: |
0.02 |
Time value: |
0.03 |
Break-even: |
8.03 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
1.07 |
Spread abs.: |
0.02 |
Spread %: |
65.63% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
8.84 |
Rho: |
0.00 |
Quote data
Open: |
0.033 |
High: |
0.035 |
Low: |
0.033 |
Previous Close: |
0.033 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.89% |
1 Month |
|
|
-40.68% |
3 Months |
|
|
-52.05% |
YTD |
|
|
-7.89% |
1 Year |
|
|
-47.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.033 |
1M High / 1M Low: |
0.059 |
0.026 |
6M High / 6M Low: |
0.082 |
0.026 |
High (YTD): |
4/30/2024 |
0.082 |
Low (YTD): |
8/5/2024 |
0.026 |
52W High: |
4/30/2024 |
0.082 |
52W Low: |
8/5/2024 |
0.026 |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.064 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.062 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
195.31% |
Volatility 6M: |
|
129.90% |
Volatility 1Y: |
|
109.95% |
Volatility 3Y: |
|
- |