EGB Call/ERSTE GROUP 23-24
/ AT0000A36LS8
EGB Call/ERSTE GROUP 23-24/ AT0000A36LS8 /
| 6/24/2024 9:25:00 AM |
Chg.+0.036 |
Bid10:55:25 AM |
Ask10:55:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.657EUR |
+5.80% |
0.658
Bid Size: 10,000 |
0.679
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
38.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
EB1E0F |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.54 |
| Time value: |
0.10 |
| Break-even: |
44.38 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.656 |
| High: |
0.657 |
| Low: |
0.656 |
| Previous Close: |
0.621 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.14% |
| 1 Month |
|
|
-27.64% |
| 3 Months |
|
|
+109.90% |
| YTD |
|
|
+201.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.694 |
0.602 |
| 1M High / 1M Low: |
0.908 |
0.492 |
| 6M High / 6M Low: |
0.962 |
0.168 |
| High (YTD): |
5/20/2024 |
0.962 |
| Low (YTD): |
2/29/2024 |
0.168 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.637 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.66% |
| Volatility 6M: |
|
149.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
