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EGB Call/ERSTE GROUP 23-24/  AT0000A34Y60  /

Wien OS
6/7/2024  5:25:00 PM Chg.-0.030 Bid5:28:21 PM Ask5:28:21 PM Underlying Strike price Expiration date Option type
1.300EUR -2.26% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 32.00 - 6/21/2024 Call
 

Master data

WKN: EB1EM9
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 6/21/2024
Issue date: 5/26/2023
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.40
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.29
Implied volatility: 1.18
Historic volatility: 0.18
Parity: 1.29
Time value: 0.03
Break-even: 45.20
Moneyness: 1.40
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 2.33%
Delta: 0.95
Theta: -0.04
Omega: 3.23
Rho: 0.01
 

Quote data

Open: 1.330
High: 1.330
Low: 1.300
Previous Close: 1.330
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.76%
1 Month
  -5.11%
3 Months  
+113.46%
YTD  
+127.67%
1 Year  
+243.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 1.210
1M High / 1M Low: 1.560 1.210
6M High / 6M Low: 1.560 0.514
High (YTD): 5/20/2024 1.560
Low (YTD): 2/29/2024 0.547
52W High: 5/20/2024 1.560
52W Low: 9/26/2023 0.290
Avg. price 1W:   1.284
Avg. volume 1W:   0.000
Avg. price 1M:   1.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.922
Avg. volume 6M:   0.000
Avg. price 1Y:   0.668
Avg. volume 1Y:   0.000
Volatility 1M:   83.96%
Volatility 6M:   85.24%
Volatility 1Y:   95.07%
Volatility 3Y:   -