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Erste Bank Call 94.0063 OEWA 20.1.../  AT0000A38ZB0  /

EUWAX
2024-07-25  5:00:26 PM Chg.-0.023 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.085EUR -21.30% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 94.0063 EUR 2024-12-20 Call
 

Master data

WKN: EB1F1U
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 94.01 EUR
Maturity: 2024-12-20
Issue date: 2023-12-21
Last trading day: 2024-12-17
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 60.38
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -1.77
Time value: 0.13
Break-even: 95.27
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.72
Spread abs.: 0.02
Spread %: 18.52%
Delta: 0.18
Theta: -0.01
Omega: 10.70
Rho: 0.05
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.108
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.81%
1 Month
  -41.78%
3 Months  
+32.81%
YTD
  -84.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.108 0.087
1M High / 1M Low: 0.166 0.087
6M High / 6M Low: 0.274 0.018
High (YTD): 2024-01-10 0.623
Low (YTD): 2024-04-03 0.018
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.62%
Volatility 6M:   345.66%
Volatility 1Y:   -
Volatility 3Y:   -