EGB Call/ERSTE GROUP 23-24
/ AT0000A38YX7
EGB Call/ERSTE GROUP 23-24/ AT0000A38YX7 /
2024-05-31 5:25:00 PM |
Chg.+0.039 |
Bid5:29:05 PM |
Ask5:29:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.601EUR |
+6.94% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 - |
2024-09-20 |
Call |
Master data
WKN: |
EB1F1G |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
0.51 |
Time value: |
0.12 |
Break-even: |
46.27 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
3.47% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
5.92 |
Rho: |
0.09 |
Quote data
Open: |
0.572 |
High: |
0.615 |
Low: |
0.572 |
Previous Close: |
0.562 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.11% |
1 Month |
|
|
+40.75% |
3 Months |
|
|
+436.61% |
YTD |
|
|
+358.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.601 |
0.561 |
1M High / 1M Low: |
0.762 |
0.492 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-20 |
0.762 |
Low (YTD): |
2024-02-29 |
0.104 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.612 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |