EGB Call/VERBUND 23-24/ AT0000A36LV2 /
| 2024-06-21 5:25:00 PM | Chg.-0.029 | Bid5:26:25 PM | Ask5:26:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.617EUR | -4.49% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 74.2155 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1E0R |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 74.22 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.27 |
| Parity: | 0.19 |
| Time value: | 0.47 |
| Break-even: | 80.71 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.02 |
| Spread %: | 3.30% |
| Delta: | 0.61 |
| Theta: | -0.03 |
| Omega: | 7.14 |
| Rho: | 0.10 |
Quote data
| Open: | 0.603 |
|---|---|
| High: | 0.623 |
| Low: | 0.596 |
| Previous Close: | 0.646 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +21.22% | ||
|---|---|---|---|
| 1 Month | +8.25% | ||
| 3 Months | +179.19% | ||
| YTD | -54.30% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.646 | 0.492 |
|---|---|---|
| 1M High / 1M Low: | 0.731 | 0.492 |
| 6M High / 6M Low: | 1.530 | 0.141 |
| High (YTD): | 2024-01-10 | 1.530 |
| Low (YTD): | 2024-04-03 | 0.141 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.568 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.618 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.552 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.01% | |
| Volatility 6M: | 219.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
