EGB Call/WIENERBERGER 23-24
/ AT0000A34YF3
EGB Call/WIENERBERGER 23-24/ AT0000A34YF3 /
| 2024-06-10 5:25:01 PM |
Chg.-0.001 |
Bid5:28:20 PM |
Ask5:28:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.617EUR |
-0.16% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
28.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
EB1ENM |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.22 |
| Parity: |
0.61 |
| Time value: |
0.03 |
| Break-even: |
34.37 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
3.41% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.603 |
| High: |
0.617 |
| Low: |
0.597 |
| Previous Close: |
0.618 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.73% |
| 1 Month |
|
|
-18.71% |
| 3 Months |
|
|
+29.08% |
| YTD |
|
|
+67.66% |
| 1 Year |
|
|
+53.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.676 |
0.610 |
| 1M High / 1M Low: |
0.773 |
0.610 |
| 6M High / 6M Low: |
0.776 |
0.200 |
| High (YTD): |
2024-05-09 |
0.776 |
| Low (YTD): |
2024-01-17 |
0.200 |
| 52W High: |
2024-05-09 |
0.776 |
| 52W Low: |
2023-10-25 |
0.038 |
| Avg. price 1W: |
|
0.629 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.349 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
60.95% |
| Volatility 6M: |
|
142.24% |
| Volatility 1Y: |
|
155.42% |
| Volatility 3Y: |
|
- |
