EGB Call/WIENERBERGER 23-24
/ AT0000A38ZD6
EGB Call/WIENERBERGER 23-24/ AT0000A38ZD6 /
2024-06-04 5:25:00 PM |
Chg.-0.048 |
Bid5:26:14 PM |
Ask5:26:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.454EUR |
-9.56% |
- Bid Size: - |
- Ask Size: - |
WIENERBERGER |
32.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
EB1F1X |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
WIENERBERGER |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
0.26 |
Time value: |
0.26 |
Break-even: |
37.16 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
3.82% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
4.68 |
Rho: |
0.10 |
Quote data
Open: |
0.487 |
High: |
0.490 |
Low: |
0.454 |
Previous Close: |
0.502 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.91% |
1 Month |
|
|
+3.42% |
3 Months |
|
|
+48.85% |
YTD |
|
|
+56.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.574 |
0.489 |
1M High / 1M Low: |
0.582 |
0.456 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-15 |
0.582 |
Low (YTD): |
2024-01-17 |
0.168 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.515 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.541 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |