Erste Bank Call 32 VAS 21.03.2025
/ AT0000A3ABQ8
Erste Bank Call 32 VAS 21.03.2025/ AT0000A3ABQ8 /
| 2024-05-27 9:15:45 AM |
Chg.+0.005 |
Bid9:25:38 AM |
Ask9:25:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+5.95% |
0.090
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
VOESTALPINE AG |
32.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
EB1F7N |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.52 |
| Time value: |
0.11 |
| Break-even: |
33.08 |
| Moneyness: |
0.84 |
| Premium: |
0.24 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
24.14% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
7.53 |
| Rho: |
0.06 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.67% |
| 1 Month |
|
|
+58.93% |
| 3 Months |
|
|
-21.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.071 |
| 1M High / 1M Low: |
0.084 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
