Erste Bank Call 30 WIB 20.09.2024
/ AT0000A36M05
Erste Bank Call 30 WIB 20.09.2024/ AT0000A36M05 /
| 2024-06-04 5:00:05 PM |
Chg.-0.056 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.521EUR |
-9.71% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
30.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1E0S |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
0.46 |
| Time value: |
0.13 |
| Break-even: |
35.87 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.53% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.69 |
| Rho: |
0.06 |
Quote data
| Open: |
0.556 |
| High: |
0.556 |
| Low: |
0.521 |
| Previous Close: |
0.577 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.85% |
| 1 Month |
|
|
+3.58% |
| 3 Months |
|
|
+57.88% |
| YTD |
|
|
+73.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.557 |
| 1M High / 1M Low: |
0.668 |
0.525 |
| 6M High / 6M Low: |
0.668 |
0.141 |
| High (YTD): |
2024-05-16 |
0.668 |
| Low (YTD): |
2024-01-17 |
0.171 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.587 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.83% |
| Volatility 6M: |
|
135.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
