Erste Bank Call 34 WIB 21.03.2025/  AT0000A3ACY0  /

EUWAX
2024-05-15  5:00:14 PM Chg.+0.025 Bid8:00:00 PM Ask8:00:00 PM Underlying Strike price Expiration date Option type
0.525EUR +5.00% -
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: 6.72
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.12
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.12
Time value: 0.40
Break-even: 39.24
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.65
Theta: -0.01
Omega: 4.35
Rho: 0.15
 

Quote data

Open: 0.505
High: 0.525
Low: 0.505
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.89%
1 Month  
+72.70%
3 Months  
+38.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.517 0.453
1M High / 1M Low: 0.517 0.247
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.491
Avg. volume 1W:   0.000
Avg. price 1M:   0.356
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -