Erste Bank Call 30 WIB 21.06.2024
/ AT0000A34YG1
Erste Bank Call 30 WIB 21.06.2024/ AT0000A34YG1 /
| 2024-05-22 9:15:40 AM |
Chg.-0.018 |
Bid10:42:37 AM |
Ask10:42:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.555EUR |
-3.14% |
0.551
Bid Size: 10,000 |
0.572
Ask Size: 10,000 |
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: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
0.54 |
| Time value: |
0.04 |
| Break-even: |
35.79 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.76% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
5.47 |
| Rho: |
0.02 |
Quote data
| Open: |
0.555 |
| High: |
0.555 |
| Low: |
0.555 |
| Previous Close: |
0.573 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.31% |
| 1 Month |
|
|
+88.78% |
| 3 Months |
|
|
+71.83% |
| YTD |
|
|
+138.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.587 |
0.555 |
| 1M High / 1M Low: |
0.587 |
0.246 |
| 6M High / 6M Low: |
0.587 |
0.072 |
| High (YTD): |
2024-05-16 |
0.587 |
| Low (YTD): |
2024-01-17 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.40% |
| Volatility 6M: |
|
188.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
