EGB Call/WIENERBERGER 24-24/  AT0000A3ACW4  /

Wien OS
2024-04-30  5:25:00 PM Chg.+0.002 Bid5:29:26 PM Ask5:29:26 PM Underlying Strike price Expiration date Option type
0.204EUR +0.99% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 36.00 EUR 2024-12-20 Call
 

Master data

WKN: EB1F8U
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-02
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.78
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -0.24
Time value: 0.23
Break-even: 38.27
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 10.19%
Delta: 0.46
Theta: -0.01
Omega: 6.81
Rho: 0.08
 

Quote data

Open: 0.198
High: 0.211
Low: 0.198
Previous Close: 0.202
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+52.24%
1 Month
  -7.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.204 0.134
1M High / 1M Low: 0.204 0.134
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -