EGB Call/BAWAG GROUP 23-24
/ AT0000A37R74
EGB Call/BAWAG GROUP 23-24/ AT0000A37R74 /
| 2024-06-21 5:25:00 PM |
Chg.-0.100 |
Bid5:27:39 PM |
Ask5:27:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
EB1FFY |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.08 |
| Time value: |
0.09 |
| Break-even: |
59.70 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
4.55 |
| Rho: |
0.10 |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.100 |
| Previous Close: |
1.250 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.28% |
| 1 Month |
|
|
-14.18% |
| 3 Months |
|
|
+11.65% |
| YTD |
|
|
+273.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.080 |
| 1M High / 1M Low: |
1.460 |
0.989 |
| 6M High / 6M Low: |
1.460 |
0.165 |
| High (YTD): |
2024-05-28 |
1.460 |
| Low (YTD): |
2024-01-17 |
0.165 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.784 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.13% |
| Volatility 6M: |
|
181.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
