EGB Call/WIENERBERGER 24-25
/ AT0000A3ACY0
EGB Call/WIENERBERGER 24-25/ AT0000A3ACY0 /
| 2024-06-04 11:25:00 AM |
Chg.-0.042 |
Bid11:59:27 AM |
Ask11:59:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.417EUR |
-9.15% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
34.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
EB1F8S |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.06 |
| Time value: |
0.41 |
| Break-even: |
38.73 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
4.42% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.54 |
| Rho: |
0.13 |
Quote data
| Open: |
0.445 |
| High: |
0.447 |
| Low: |
0.417 |
| Previous Close: |
0.459 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.27% |
| 1 Month |
|
|
+8.31% |
| 3 Months |
|
|
+55.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.523 |
0.447 |
| 1M High / 1M Low: |
0.525 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.471 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
