Erste Bank Call 80 OEWA 20.09.2024
/ AT0000A36LW0
Erste Bank Call 80 OEWA 20.09.202.../ AT0000A36LW0 /
| 2024-05-06 9:15:18 AM |
Chg.+0.009 |
Bid4:15:42 PM |
Ask4:15:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.268EUR |
+3.47% |
0.270
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
VERBUND AG INH... |
80.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1E0Q |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
-0.62 |
| Time value: |
0.28 |
| Break-even: |
82.78 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
8.17% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
9.84 |
| Rho: |
0.09 |
Quote data
| Open: |
0.268 |
| High: |
0.268 |
| Low: |
0.268 |
| Previous Close: |
0.259 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.65% |
| 1 Month |
|
|
+179.17% |
| 3 Months |
|
|
-28.53% |
| YTD |
|
|
-74.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.259 |
0.167 |
| 1M High / 1M Low: |
0.259 |
0.131 |
| 6M High / 6M Low: |
1.450 |
0.066 |
| High (YTD): |
2024-01-10 |
1.190 |
| Low (YTD): |
2024-04-03 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.207 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.98% |
| Volatility 6M: |
|
240.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
