EGB Call/BAWAG GROUP 24-24
/ AT0000A3AB90
EGB Call/BAWAG GROUP 24-24/ AT0000A3AB90 /
| 6/11/2024 1:25:01 PM |
Chg.-0.060 |
Bid2:36:51 PM |
Ask2:36:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-13.95% |
0.327
Bid Size: 10,000 |
0.347
Ask Size: 10,000 |
BAWAG GROUP AG |
60.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
EB1F67 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/2/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-0.01 |
| Time value: |
0.46 |
| Break-even: |
64.63 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
4.75% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
7.44 |
| Rho: |
0.16 |
Quote data
| Open: |
0.456 |
| High: |
0.456 |
| Low: |
0.370 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-19.74% |
| 3 Months |
|
|
+166.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.476 |
0.360 |
| 1M High / 1M Low: |
0.600 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
