EGB Call/ERSTE GROUP 23-24
/ AT0000A34Y60
EGB Call/ERSTE GROUP 23-24/ AT0000A34Y60 /
2024-05-03 5:25:00 PM |
Chg.-0.020 |
Bid5:25:00 PM |
Ask5:25:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.280EUR |
-1.54% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
32.00 - |
2024-06-21 |
Call |
Master data
WKN: |
EB1EM9 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-26 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.27 |
Implied volatility: |
0.57 |
Historic volatility: |
0.19 |
Parity: |
1.27 |
Time value: |
0.03 |
Break-even: |
45.00 |
Moneyness: |
1.40 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.56% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
3.29 |
Rho: |
0.04 |
Quote data
Open: |
1.320 |
High: |
1.340 |
Low: |
1.280 |
Previous Close: |
1.300 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.79% |
1 Month |
|
|
+25.49% |
3 Months |
|
|
+53.11% |
YTD |
|
|
+124.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
1.190 |
1M High / 1M Low: |
1.300 |
0.963 |
6M High / 6M Low: |
1.300 |
0.380 |
High (YTD): |
2024-05-02 |
1.300 |
Low (YTD): |
2024-02-29 |
0.547 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.243 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.752 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.37% |
Volatility 6M: |
|
85.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |