Erste Bank Call 74.2155 OEWA 20.09.2024
/ AT0000A36LV2
Erste Bank Call 74.2155 OEWA 20.0.../ AT0000A36LV2 /
| 10/07/2024 17:00:05 |
Chg.-0.037 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.551EUR |
-6.29% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
74.2155 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
EB1E0R |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.22 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.20 |
| Time value: |
0.37 |
| Break-even: |
79.86 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
3.63% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
8.37 |
| Rho: |
0.08 |
Quote data
| Open: |
0.547 |
| High: |
0.551 |
| Low: |
0.547 |
| Previous Close: |
0.588 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.36% |
| 1 Month |
|
|
-10.99% |
| 3 Months |
|
|
+130.54% |
| YTD |
|
|
-59.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.686 |
0.553 |
| 1M High / 1M Low: |
0.711 |
0.428 |
| 6M High / 6M Low: |
1.530 |
0.135 |
| High (YTD): |
10/01/2024 |
1.530 |
| Low (YTD): |
03/04/2024 |
0.135 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.84% |
| Volatility 6M: |
|
234.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
