EGB Call/WIENERBERGER 23-24
/ AT0000A38Y33
EGB Call/WIENERBERGER 23-24/ AT0000A38Y33 /
| 2024-05-29 11:48:39 AM |
Chg.-0.049 |
Bid11:53:22 AM |
Ask11:53:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.826EUR |
-5.60% |
0.825
Bid Size: 10,000 |
0.845
Ask Size: 10,000 |
WIENERBERGER |
28.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F0M |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.74 |
| Time value: |
0.14 |
| Break-even: |
36.81 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.32% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.45 |
| Rho: |
0.12 |
Quote data
| Open: |
0.828 |
| High: |
0.828 |
| Low: |
0.809 |
| Previous Close: |
0.875 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
+24.02% |
| 3 Months |
|
|
+40.24% |
| YTD |
|
|
+68.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.875 |
0.837 |
| 1M High / 1M Low: |
0.883 |
0.651 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-15 |
0.883 |
| Low (YTD): |
2024-01-17 |
0.322 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.859 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
