Erste Bank Call 34 WIB 21.03.2025/  AT0000A3ACY0  /

EUWAX
2024-05-22  5:00:11 PM Chg.-0.024 Bid5:45:00 PM Ask5:45:00 PM Underlying Strike price Expiration date Option type
0.498EUR -4.60% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 34.00 EUR 2025-03-21 Call
 

Master data

WKN: EB1F8S
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.14
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.14
Time value: 0.39
Break-even: 39.32
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 4.11%
Delta: 0.65
Theta: -0.01
Omega: 4.35
Rho: 0.15
 

Quote data

Open: 0.506
High: 0.506
Low: 0.498
Previous Close: 0.522
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.14%
1 Month  
+81.09%
3 Months  
+58.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.532 0.510
1M High / 1M Low: 0.532 0.247
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.521
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -