Erste Bank Call 30 VAS 20.12.2024
/ AT0000A38Y09
Erste Bank Call 30 VAS 20.12.2024/ AT0000A38Y09 /
| 2024-06-06 9:16:51 AM |
Chg.-0.005 |
Bid12:13:44 PM |
Ask12:13:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
-6.49% |
0.076
Bid Size: 10,000 |
0.096
Ask Size: 10,000 |
VOESTALPINE AG |
30.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F0K |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.37 |
| Time value: |
0.10 |
| Break-even: |
31.02 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
25.93% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
8.37 |
| Rho: |
0.04 |
Quote data
| Open: |
0.072 |
| High: |
0.072 |
| Low: |
0.072 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
+1.41% |
| 3 Months |
|
|
+1.41% |
| YTD |
|
|
-77.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.057 |
| 1M High / 1M Low: |
0.097 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.307 |
| Low (YTD): |
2024-05-08 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
