EGB Call/AT&S 24-25/ AT0000A3CF45 /
2024-06-07 5:25:00 PM | Chg.+0.064 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.468EUR | +15.84% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 20.00 EUR | 2025-06-20 | Call |
Master data
WKN: | EB1LDY |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | AT+S AUSTR.T.+SYSTEMT. |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 EUR |
Maturity: | 2025-06-20 |
Issue date: | 2024-04-18 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.51 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 0.33 |
Historic volatility: | 0.42 |
Parity: | 0.22 |
Time value: | 0.23 |
Break-even: | 24.46 |
Moneyness: | 1.11 |
Premium: | 0.10 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.04 |
Spread %: | 10.12% |
Delta: | 0.72 |
Theta: | 0.00 |
Omega: | 3.60 |
Rho: | 0.12 |
Quote data
Open: | 0.404 |
---|---|
High: | 0.479 |
Low: | 0.404 |
Previous Close: | 0.404 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +37.24% | ||
---|---|---|---|
1 Month | +11.43% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.468 | 0.342 |
---|---|---|
1M High / 1M Low: | 0.566 | 0.338 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.388 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.438 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 204.27% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |