Erste Bank Call 36 WIB 21.03.2025/  AT0000A3ACZ7  /

EUWAX
2024-04-30  5:00:28 PM Chg.+0.004 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.255EUR +1.59% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 36.00 EUR 2025-03-21 Call
 

Master data

WKN: EB1F8R
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.07
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.24
Time value: 0.28
Break-even: 38.78
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 8.17%
Delta: 0.49
Theta: -0.01
Omega: 5.93
Rho: 0.12
 

Quote data

Open: 0.259
High: 0.259
Low: 0.255
Previous Close: 0.251
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.59%
1 Month
  -6.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.255 0.184
1M High / 1M Low: 0.255 0.177
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.217
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -