EGB Call/WIENERBERGER 23-24
/ AT0000A34YG1
EGB Call/WIENERBERGER 23-24/ AT0000A34YG1 /
| 17/05/2024 11:25:00 |
Chg.-0.009 |
Bid11:55:32 |
Ask11:55:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.555EUR |
-1.60% |
0.557
Bid Size: 10,000 |
0.578
Ask Size: 10,000 |
WIENERBERGER |
30.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
EB1ENL |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
26/05/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
0.55 |
| Time value: |
0.05 |
| Break-even: |
35.94 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.48% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
5.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.579 |
| High: |
0.579 |
| Low: |
0.555 |
| Previous Close: |
0.564 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.80% |
| 1 Month |
|
|
+80.78% |
| 3 Months |
|
|
+43.41% |
| YTD |
|
|
+126.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.581 |
0.548 |
| 1M High / 1M Low: |
0.581 |
0.256 |
| 6M High / 6M Low: |
0.581 |
0.059 |
| High (YTD): |
15/05/2024 |
0.581 |
| Low (YTD): |
17/01/2024 |
0.113 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.563 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.56% |
| Volatility 6M: |
|
191.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
