Erste Bank Call 24 WIB 21.06.2024
/ AT0000A37RM6
Erste Bank Call 24 WIB 21.06.2024/ AT0000A37RM6 /
| 2024-05-02 9:40:06 AM |
Chg.-0.048 |
Bid4:23:32 PM |
Ask4:23:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-4.91% |
0.966
Bid Size: 10,000 |
0.986
Ask Size: 10,000 |
WIENERBERGER |
24.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
EB1FGB |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.22 |
| Parity: |
0.96 |
| Time value: |
0.04 |
| Break-even: |
34.00 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.11 |
| Rho: |
0.03 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.978 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.54% |
| 1 Month |
|
|
+0.22% |
| 3 Months |
|
|
+21.57% |
| YTD |
|
|
+39.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.849 |
| 1M High / 1M Low: |
0.980 |
0.828 |
| 6M High / 6M Low: |
1.000 |
0.207 |
| High (YTD): |
2024-03-27 |
1.000 |
| Low (YTD): |
2024-01-17 |
0.467 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.914 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.686 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.32% |
| Volatility 6M: |
|
96.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
