Erste Bank Call 7.5 UN9 20.09.202.../  AT0000A36NC8  /

EUWAX
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:   -