EGB Call/ERSTE GROUP 23-24
/ AT0000A36LR0
EGB Call/ERSTE GROUP 23-24/ AT0000A36LR0 /
| 6/5/2024 5:25:00 PM |
Chg.+0.035 |
Bid5:28:23 PM |
Ask5:28:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.909EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
36.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
EB1E0G |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
0.81 |
| Time value: |
0.08 |
| Break-even: |
44.88 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.42% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.45 |
| Rho: |
0.09 |
Quote data
| Open: |
0.901 |
| High: |
0.937 |
| Low: |
0.901 |
| Previous Close: |
0.874 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.52% |
| 1 Month |
|
|
+2.83% |
| 3 Months |
|
|
+245.63% |
| YTD |
|
|
+184.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.874 |
| 1M High / 1M Low: |
1.160 |
0.874 |
| 6M High / 6M Low: |
1.160 |
0.257 |
| High (YTD): |
5/20/2024 |
1.160 |
| Low (YTD): |
2/29/2024 |
0.257 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.566 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.71% |
| Volatility 6M: |
|
123.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
