Erste Bank Call 32 WIB 20.12.2024
/ AT0000A38ZD6
Erste Bank Call 32 WIB 20.12.2024/ AT0000A38ZD6 /
| 2024-05-29 9:17:11 AM |
Chg.-0.039 |
Bid12:24:24 PM |
Ask12:24:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.532EUR |
-6.83% |
0.540
Bid Size: 10,000 |
0.560
Ask Size: 10,000 |
WIENERBERGER |
32.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F1X |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.34 |
| Time value: |
0.24 |
| Break-even: |
37.82 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.56% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.43 |
| Rho: |
0.11 |
Quote data
| Open: |
0.532 |
| High: |
0.532 |
| Low: |
0.532 |
| Previous Close: |
0.571 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
+41.49% |
| 3 Months |
|
|
+51.14% |
| YTD |
|
|
+89.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.571 |
0.537 |
| 1M High / 1M Low: |
0.583 |
0.376 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-10 |
0.583 |
| Low (YTD): |
2024-01-17 |
0.165 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
