EGB Call/WIENERBERGER 24-24
/ AT0000A3ACV6
EGB Call/WIENERBERGER 24-24/ AT0000A3ACV6 /
| 21/05/2024 17:25:00 |
Chg.-0.008 |
Bid17:28:47 |
Ask17:28:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-1.83% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
34.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
EB1F8V |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
02/02/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.14 |
| Time value: |
0.32 |
| Break-even: |
38.57 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
4.58% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
5.02 |
| Rho: |
0.11 |
Quote data
| Open: |
0.447 |
| High: |
0.451 |
| Low: |
0.430 |
| Previous Close: |
0.438 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.91% |
| 1 Month |
|
|
+94.57% |
| 3 Months |
|
|
+64.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.457 |
0.430 |
| 1M High / 1M Low: |
0.457 |
0.199 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.443 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
