EGB Call/BAWAG GROUP 23-24
/ AT0000A36K56
EGB Call/BAWAG GROUP 23-24/ AT0000A36K56 /
| 6/21/2024 5:25:00 PM |
Chg.-0.100 |
Bid5:27:39 PM |
Ask5:27:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-6.13% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
EB1EYW |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
1.59 |
| Time value: |
0.08 |
| Break-even: |
60.70 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.83% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.36 |
| Rho: |
0.10 |
Quote data
| Open: |
1.660 |
| High: |
1.660 |
| Low: |
1.480 |
| Previous Close: |
1.630 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-11.05% |
| 3 Months |
|
|
+6.99% |
| YTD |
|
|
+178.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.460 |
| 1M High / 1M Low: |
1.840 |
1.360 |
| 6M High / 6M Low: |
1.840 |
0.347 |
| High (YTD): |
5/28/2024 |
1.840 |
| Low (YTD): |
1/17/2024 |
0.347 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.04% |
| Volatility 6M: |
|
134.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
