EGB Call/ERSTE GROUP 23-24
/ AT0000A38YV1
EGB Call/ERSTE GROUP 23-24/ AT0000A38YV1 /
| 2024-05-13 3:25:00 PM |
Chg.-0.022 |
Bid3:54:37 PM |
Ask3:54:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.563EUR |
-3.76% |
0.561
Bid Size: 10,000 |
0.581
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
40.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
EB1F1J |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.57 |
| Time value: |
0.03 |
| Break-even: |
45.98 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
7.17 |
| Rho: |
0.04 |
Quote data
| Open: |
0.578 |
| High: |
0.578 |
| Low: |
0.563 |
| Previous Close: |
0.585 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.38% |
| 1 Month |
|
|
+98.94% |
| 3 Months |
|
|
+163.08% |
| YTD |
|
|
+480.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.588 |
0.501 |
| 1M High / 1M Low: |
0.588 |
0.207 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-07 |
0.588 |
| Low (YTD): |
2024-03-12 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.563 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
