EGB Call/WIENERBERGER 23-24
/ AT0000A38Y33
EGB Call/WIENERBERGER 23-24/ AT0000A38Y33 /
| 2024-06-07 5:25:00 PM |
Chg.-0.009 |
Bid5:29:01 PM |
Ask5:29:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.766EUR |
-1.16% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.61 |
| Time value: |
0.17 |
| Break-even: |
35.85 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.75% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.53 |
| Rho: |
0.11 |
Quote data
| Open: |
0.783 |
| High: |
0.783 |
| Low: |
0.762 |
| Previous Close: |
0.775 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.29% |
| 1 Month |
|
|
-5.20% |
| 3 Months |
|
|
+35.10% |
| YTD |
|
|
+56.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.793 |
0.734 |
| 1M High / 1M Low: |
0.883 |
0.734 |
| 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: |
|
0.761 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
