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Erste Bank Call 34 EBO 21.06.2024/  AT0000A34Y78  /

EUWAX
2024-05-31  5:00:06 PM Chg.+0.04 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.11EUR +3.74% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 34.00 - 2024-06-21 Call
 

Master data

WKN: EB1EM8
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-06-21
Issue date: 2023-05-26
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.11
Implied volatility: 0.82
Historic volatility: 0.18
Parity: 1.11
Time value: 0.03
Break-even: 45.40
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 2.70%
Delta: 0.94
Theta: -0.03
Omega: 3.73
Rho: 0.02
 

Quote data

Open: 1.07
High: 1.11
Low: 1.07
Previous Close: 1.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.28%
1 Month  
+9.90%
3 Months  
+170.73%
YTD  
+164.29%
1 Year  
+282.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.11 1.03
1M High / 1M Low: 1.36 1.03
6M High / 6M Low: 1.36 0.35
High (YTD): 2024-05-20 1.36
Low (YTD): 2024-02-29 0.36
52W High: 2024-05-20 1.36
52W Low: 2023-09-27 0.19
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   0.71
Avg. volume 6M:   0.00
Avg. price 1Y:   0.50
Avg. volume 1Y:   0.00
Volatility 1M:   80.26%
Volatility 6M:   109.76%
Volatility 1Y:   116.76%
Volatility 3Y:   -