Erste Bank Call 36 CAI 20.12.2024
/ AT0000A390D1
Erste Bank Call 36 CAI 20.12.2024/ AT0000A390D1 /
| 2024-05-07 9:16:47 AM |
Chg.-0.001 |
Bid9:54:37 AM |
Ask9:54:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
-1.19% |
0.086
Bid Size: 10,000 |
0.107
Ask Size: 10,000 |
CA Immobilien Anlage... |
36.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F2U |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
CA Immobilien Anlagen AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-0.52 |
| Time value: |
0.10 |
| Break-even: |
37.04 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
23.81% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
8.67 |
| Rho: |
0.05 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.16% |
| 1 Month |
|
|
-9.78% |
| 3 Months |
|
|
+10.67% |
| YTD |
|
|
-56.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.074 |
| 1M High / 1M Low: |
0.098 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.183 |
| Low (YTD): |
2024-02-15 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
