Erste Bank Call 28 ATS 21.03.2025/  AT0000A3AB33  /

EUWAX
2024-06-07  5:00:01 PM Chg.+0.039 Bid8:00:00 PM Ask8:00:00 PM Underlying Strike price Expiration date Option type
0.175EUR +28.68% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 28.00 - 2025-03-21 Call
 

Master data

WKN: EB1F60
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.27
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.42
Parity: -0.58
Time value: 0.18
Break-even: 29.81
Moneyness: 0.79
Premium: 0.34
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 29.29%
Delta: 0.37
Theta: -0.01
Omega: 4.56
Rho: 0.05
 

Quote data

Open: 0.139
High: 0.175
Low: 0.139
Previous Close: 0.136
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.27%
1 Month  
+35.66%
3 Months  
+124.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.136 0.101
1M High / 1M Low: 0.231 0.096
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   292.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -