Erste Bank Call 48 AZ2 20.09.2024
/ AT0000A36P44
Erste Bank Call 48 AZ2 20.09.2024/ AT0000A36P44 /
| 2024-05-31 5:00:20 PM |
Chg.+0.052 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.808EUR |
+6.88% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
48.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1E2V |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
0.14 |
| Break-even: |
56.33 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.52 |
| Rho: |
0.11 |
Quote data
| Open: |
0.781 |
| High: |
0.808 |
| Low: |
0.781 |
| Previous Close: |
0.756 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
+37.65% |
| 3 Months |
|
|
-28.50% |
| YTD |
|
|
-17.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.947 |
0.736 |
| 1M High / 1M Low: |
0.947 |
0.587 |
| 6M High / 6M Low: |
1.350 |
0.578 |
| High (YTD): |
2024-02-28 |
1.350 |
| Low (YTD): |
2024-04-26 |
0.578 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.942 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.40% |
| Volatility 6M: |
|
109.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
