Erste Bank Call 34 WIB 21.03.2025/  AT0000A3ACY0  /

EUWAX
5/29/2024  9:16:08 AM Chg.-0.033 Bid11:07:57 AM Ask11:07:57 AM Underlying Strike price Expiration date Option type
0.487EUR -6.35% 0.492
Bid Size: 10,000
0.512
Ask Size: 10,000
WIENERBERGER 34.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 2/2/2024
Last trading day: 3/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 0.41
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.: 0.14
Spread abs.: 0.02
Spread %: 3.91%
Delta: 0.65
Theta: -0.01
Omega: 4.34
Rho: 0.14
 

Quote data

Open: 0.487
High: 0.487
Low: 0.487
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.21%
1 Month  
+44.51%
3 Months  
+55.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.487
1M High / 1M Low: 0.532 0.337
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -