EGB Call/AT&S 24-24/ AT0000A3AG04 /
6/7/2024 5:25:00 PM | Chg.+0.082 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.315EUR | +35.19% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 20.00 - | 6/21/2024 | Call |
Master data
WKN: | EB1GBJ |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 6/21/2024 |
Issue date: | 2/7/2024 |
Last trading day: | 6/18/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.04 |
Leverage: | Yes |
Calculated values
Fair value: | 0.23 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 0.83 |
Historic volatility: | 0.42 |
Parity: | 0.22 |
Time value: | 0.06 |
Break-even: | 22.76 |
Moneyness: | 1.11 |
Premium: | 0.03 |
Premium p.a.: | 0.91 |
Spread abs.: | 0.04 |
Spread %: | 17.45% |
Delta: | 0.77 |
Theta: | -0.04 |
Omega: | 6.17 |
Rho: | 0.01 |
Quote data
Open: | 0.232 |
---|---|
High: | 0.330 |
Low: | 0.232 |
Previous Close: | 0.233 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +88.62% | ||
---|---|---|---|
1 Month | +62.37% | ||
3 Months | +284.15% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.315 | 0.165 |
---|---|---|
1M High / 1M Low: | 0.315 | 0.123 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.218 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.219 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 344.26% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |