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Erste Bank Call 74.2155 OEWA 20.0.../  AT0000A36LV2  /

EUWAX
9/11/2024  5:00:02 PM Chg.-0.032 Bid5:27:25 PM Ask5:27:25 PM Underlying Strike price Expiration date Option type
0.218EUR -12.80% 0.214
Bid Size: 10,000		 0.234
Ask Size: 10,000		 VERBUND AG INH... 74.2155 EUR 9/20/2024 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: 9/20/2024
Issue date: 8/23/2023
Last trading day: 9/17/2024
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 27.94
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.18
Implied volatility: 0.35
Historic volatility: 0.27
Parity: 0.18
Time value: 0.09
Break-even: 76.94
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.64
Spread abs.: 0.02
Spread %: 8.27%
Delta: 0.68
Theta: -0.09
Omega: 19.11
Rho: 0.01
 

Quote data

Open: 0.303
High: 0.303
Low: 0.218
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.46%
1 Month
  -41.24%
3 Months
  -63.42%
YTD
  -84.09%
1 Year
  -81.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.377 0.215
1M High / 1M Low: 0.498 0.215
6M High / 6M Low: 0.728 0.135
High (YTD): 1/10/2024 1.530
Low (YTD): 4/3/2024 0.135
52W High: 12/5/2023 1.810
52W Low: 4/3/2024 0.135
Avg. price 1W:   0.271
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   0.427
Avg. volume 6M:   0.000
Avg. price 1Y:   0.754
Avg. volume 1Y:   0.000
Volatility 1M:   334.29%
Volatility 6M:   270.19%
Volatility 1Y:   223.64%
Volatility 3Y:   -