Erste Bank Call 75 0B2 21.03.2025
/ AT0000A3DZL2
Erste Bank Call 75 0B2 21.03.2025/ AT0000A3DZL2 /
| 2024-11-12 5:00:43 PM |
Chg.-0.088 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.332EUR |
-20.95% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
75.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
EB1LWQ |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-24 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.11 |
| Time value: |
0.44 |
| Break-even: |
79.37 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
4.80% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
8.80 |
| Rho: |
0.12 |
Quote data
| Open: |
0.415 |
| High: |
0.415 |
| Low: |
0.332 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.47% |
| 1 Month |
|
|
+4.08% |
| 3 Months |
|
|
+55.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.427 |
0.360 |
| 1M High / 1M Low: |
0.427 |
0.221 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
