EGB Call/WIENERBERGER 23-24
/ AT0000A34YG1
EGB Call/WIENERBERGER 23-24/ AT0000A34YG1 /
| 6/14/2024 5:25:00 PM |
Chg.-0.043 |
Bid5:28:54 PM |
Ask5:28:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.408EUR |
-9.53% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
30.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
5/26/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.22 |
| Parity: |
0.40 |
| Time value: |
0.02 |
| Break-even: |
34.23 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
6.28% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
7.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.426 |
| High: |
0.428 |
| Low: |
0.404 |
| Previous Close: |
0.451 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.55% |
| 1 Month |
|
|
-29.78% |
| 3 Months |
|
|
+27.50% |
| YTD |
|
|
+66.53% |
| 1 Year |
|
|
+23.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.485 |
0.408 |
| 1M High / 1M Low: |
0.581 |
0.408 |
| 6M High / 6M Low: |
0.581 |
0.113 |
| High (YTD): |
5/15/2024 |
0.581 |
| Low (YTD): |
1/17/2024 |
0.113 |
| 52W High: |
5/15/2024 |
0.581 |
| 52W Low: |
10/25/2023 |
0.018 |
| Avg. price 1W: |
|
0.437 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.240 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
100.44% |
| Volatility 6M: |
|
139.24% |
| Volatility 1Y: |
|
191.36% |
| Volatility 3Y: |
|
- |
