EGB Call/UNIQA 23-24/ AT0000A36NA2 /
| 2024-06-18 9:46:11 AM | Chg.+0.004 | Bid10:42:45 AM | Ask10:42:45 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.069EUR | +6.15% | 0.067 Bid Size: 10,000 |
0.077 Ask Size: 10,000 |
UNIQA INSURANCE GROU... | 7.00 - | 2024-06-21 | Call |
Master data
| WKN: | EB1E15 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | UNIQA INSURANCE GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 1.18 |
| Historic volatility: | 0.10 |
| Parity: | 0.07 |
| Time value: | 0.01 |
| Break-even: | 7.74 |
| Moneyness: | 1.09 |
| Premium: | 0.01 |
| Premium p.a.: | 3.15 |
| Spread abs.: | 0.01 |
| Spread %: | 15.63% |
| Delta: | 0.81 |
| Theta: | -0.04 |
| Omega: | 8.40 |
| Rho: | 0.00 |
Quote data
| Open: | 0.069 |
|---|---|
| High: | 0.069 |
| Low: | 0.069 |
| Previous Close: | 0.065 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -42.02% | ||
|---|---|---|---|
| 1 Month | -45.24% | ||
| 3 Months | -37.84% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.120 | 0.060 |
|---|---|---|
| 1M High / 1M Low: | 0.131 | 0.060 |
| 6M High / 6M Low: | 0.133 | 0.059 |
| High (YTD): | 2024-04-29 | 0.133 |
| Low (YTD): | 2024-06-14 | 0.060 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.087 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.116 | |
| Avg. volume 1M: | 238.095 | |
| Avg. price 6M: | 0.104 | |
| Avg. volume 6M: | 80 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.08% | |
| Volatility 6M: | 81.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
