EGB Call/WIENERBERGER 23-24
/ AT0000A38ZD6
EGB Call/WIENERBERGER 23-24/ AT0000A38ZD6 /
| 2024-06-04 3:25:00 PM |
Chg.-0.028 |
Bid5:15:22 PM |
Ask5:15:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.474EUR |
-5.58% |
0.458
Bid Size: 10,000 |
0.479
Ask Size: 10,000 |
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: |
0.456 |
| Previous Close: |
0.502 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.42% |
| 1 Month |
|
|
+7.97% |
| 3 Months |
|
|
+55.41% |
| YTD |
|
|
+62.89% |
| 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: |
|
- |
