Erste Bank Call 48 0B2 21.06.2024
/ AT0000A34VF9
Erste Bank Call 48 0B2 21.06.2024/ AT0000A34VF9 /
| 2024-05-10 5:00:10 PM |
Chg.+0.01 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+0.92% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
EB1EKH |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
1.08 |
| Time value: |
0.04 |
| Break-even: |
59.10 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
5.06 |
| Rho: |
0.05 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.10 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+214.29% |
| YTD |
|
|
+340.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.01 |
| 1M High / 1M Low: |
1.14 |
0.62 |
| 6M High / 6M Low: |
1.19 |
0.12 |
| High (YTD): |
2024-04-09 |
1.19 |
| Low (YTD): |
2024-01-17 |
0.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.60% |
| Volatility 6M: |
|
211.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
