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Erste Bank Call 30 WIB 21.06.2024/  AT0000A34YG1  /

EUWAX
2024-06-03  5:00:04 PM Chg.+0.024 Bid5:45:00 PM Ask5:45:00 PM Underlying Strike price Expiration date Option type
0.484EUR +5.22% -
Bid Size: -		 -
Ask Size: -		 WIENERBERGER 30.00 - 2024-06-21 Call
 

Master data

WKN: EB1ENL
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-06-21
Issue date: 2023-05-26
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.11
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.45
Implied volatility: 0.59
Historic volatility: 0.22
Parity: 0.45
Time value: 0.04
Break-even: 34.85
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 3.63%
Delta: 0.88
Theta: -0.03
Omega: 6.23
Rho: 0.01
 

Quote data

Open: 0.484
High: 0.484
Low: 0.484
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.26%
1 Month  
+9.26%
3 Months  
+54.63%
YTD  
+107.73%
1 Year  
+78.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.563 0.460
1M High / 1M Low: 0.587 0.443
6M High / 6M Low: 0.587 0.086
High (YTD): 2024-05-16 0.587
Low (YTD): 2024-01-17 0.110
52W High: 2024-05-16 0.587
52W Low: 2023-10-25 0.018
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.536
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   0.234
Avg. volume 1Y:   0.000
Volatility 1M:   86.67%
Volatility 6M:   188.21%
Volatility 1Y:   189.08%
Volatility 3Y:   -