OverviewChartNewsTraderScreen

Erste Bank Call 89.0586 OEWA 20.1.../  AT0000A38ZA2  /

EUWAX
12/07/2024  17:00:29 Chg.-0.002 Bid17:29:55 Ask17:29:55 Underlying Strike price Expiration date Option type
0.248EUR -0.80% 0.253
Bid Size: 10,000		 0.273
Ask Size: 10,000		 VERBUND AG INH... 89.0586 EUR 20/12/2024 Call
 

Master data

WKN: EB1F1V
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 89.06 EUR
Maturity: 20/12/2024
Issue date: 21/12/2023
Last trading day: 17/12/2024
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 30.31
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -1.18
Time value: 0.26
Break-even: 91.61
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 8.86%
Delta: 0.29
Theta: -0.02
Omega: 8.93
Rho: 0.09
 

Quote data

Open: 0.226
High: 0.248
Low: 0.226
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.16%
1 Month
  -20.00%
3 Months  
+115.65%
YTD
  -65.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.273 0.214
1M High / 1M Low: 0.310 0.163
6M High / 6M Low: 0.559 0.039
High (YTD): 10/01/2024 0.821
Low (YTD): 03/04/2024 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.03%
Volatility 6M:   288.14%
Volatility 1Y:   -
Volatility 3Y:   -