EGB Call/VERBUND 23-24/ AT0000A37SZ6 /
| 2024-06-21 9:25:00 AM | Chg.-0.007 | Bid10:06:10 AM | Ask10:06:10 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.036EUR | -16.28% | 0.035 Bid Size: 10,000 |
0.056 Ask Size: 10,000 |
VERBUND AG INH... | 94.0063 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1FHK |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 94.01 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 124.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.27 |
| Parity: | -1.82 |
| Time value: | 0.06 |
| Break-even: | 94.62 |
| Moneyness: | 0.81 |
| Premium: | 0.24 |
| Premium p.a.: | 1.40 |
| Spread abs.: | 0.02 |
| Spread %: | 51.22% |
| Delta: | 0.11 |
| Theta: | -0.01 |
| Omega: | 13.98 |
| Rho: | 0.02 |
Quote data
| Open: | 0.036 |
|---|---|
| High: | 0.036 |
| Low: | 0.036 |
| Previous Close: | 0.043 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +16.13% | ||
|---|---|---|---|
| 1 Month | -29.41% | ||
| 3 Months | +227.27% | ||
| YTD | -90.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.043 | 0.024 |
|---|---|---|
| 1M High / 1M Low: | 0.073 | 0.024 |
| 6M High / 6M Low: | 0.460 | 0.004 |
| High (YTD): | 2024-01-10 | 0.460 |
| Low (YTD): | 2024-04-03 | 0.004 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.034 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.050 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.090 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 434.97% | |
| Volatility 6M: | 489.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
