Erste Bank Call 28 WIB 20.09.2024
/ AT0000A36LZ3
Erste Bank Call 28 WIB 20.09.2024/ AT0000A36LZ3 /
| 2024-05-03 5:00:07 PM |
Chg.+0.066 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.657EUR |
+11.17% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
28.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1E0T |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| 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: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
0.63 |
| Time value: |
0.05 |
| Break-even: |
34.79 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
3.19% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
4.93 |
| Rho: |
0.10 |
Quote data
| Open: |
0.583 |
| High: |
0.657 |
| Low: |
0.583 |
| Previous Close: |
0.591 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.62% |
| 1 Month |
|
|
+14.66% |
| 3 Months |
|
|
+37.45% |
| YTD |
|
|
+59.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.657 |
0.591 |
| 1M High / 1M Low: |
0.657 |
0.457 |
| 6M High / 6M Low: |
0.657 |
0.115 |
| High (YTD): |
2024-05-03 |
0.657 |
| Low (YTD): |
2024-01-17 |
0.256 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.92% |
| Volatility 6M: |
|
121.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
