Erste Bank Call 28 VAS 20.09.2024
/ AT0000A36KN1
Erste Bank Call 28 VAS 20.09.2024/ AT0000A36KN1 /
| 2024-05-28 9:15:39 AM |
Chg.+0.001 |
Bid3:32:05 PM |
Ask3:32:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
+0.96% |
0.105
Bid Size: 10,000 |
0.125
Ask Size: 10,000 |
VOESTALPINE AG |
28.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1EZF |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.11 |
| Time value: |
0.12 |
| Break-even: |
29.22 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
20.79% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
9.95 |
| Rho: |
0.03 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.105 |
| Previous Close: |
0.104 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.70% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
-8.70% |
| YTD |
|
|
-70.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.087 |
| 1M High / 1M Low: |
0.104 |
0.051 |
| 6M High / 6M Low: |
0.384 |
0.051 |
| High (YTD): |
2024-01-02 |
0.338 |
| Low (YTD): |
2024-05-08 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.68% |
| Volatility 6M: |
|
192.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
