Erste Bank Call 34 WIB 20.06.2025/  AT0000A3CH01  /

Stuttgart
2024-06-03  5:00:29 PM Chg.+0.017 Bid5:45:00 PM Ask5:45:00 PM Underlying Strike price Expiration date Option type
0.493EUR +3.57% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 34.00 EUR 2025-06-20 Call
 

Master data

WKN: EB1LFT
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2025-06-20
Issue date: 2024-04-18
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.90
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.05
Implied volatility: 0.30
Historic volatility: 0.22
Parity: 0.05
Time value: 0.45
Break-even: 39.00
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 3.73%
Delta: 0.63
Theta: -0.01
Omega: 4.34
Rho: 0.17
 

Quote data

Open: 0.495
High: 0.495
Low: 0.493
Previous Close: 0.476
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.04%
1 Month  
+19.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.552 0.476
1M High / 1M Low: 0.562 0.414
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.513
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -