Erste Bank Call 55 0B2 20.12.2024
/ AT0000A3AB82
Erste Bank Call 55 0B2 20.12.2024/ AT0000A3AB82 /
| 2024-05-17 5:00:35 PM |
Chg.+0.120 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.827EUR |
+16.97% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
55.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F68 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.52 |
| Time value: |
0.35 |
| Break-even: |
63.68 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.48% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
5.10 |
| Rho: |
0.21 |
Quote data
| Open: |
0.756 |
| High: |
0.827 |
| Low: |
0.756 |
| Previous Close: |
0.707 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.86% |
| 1 Month |
|
|
+30.44% |
| 3 Months |
|
|
+404.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.827 |
0.703 |
| 1M High / 1M Low: |
0.827 |
0.585 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.743 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
