EGB Call/WIENERBERGER 24-25
/ AT0000A3CH27
EGB Call/WIENERBERGER 24-25/ AT0000A3CH27 /
| 6/4/2024 11:25:00 AM |
Chg.-0.033 |
Bid1:24:28 PM |
Ask1:24:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.274EUR |
-10.75% |
0.296
Bid Size: 10,000 |
0.316
Ask Size: 10,000 |
WIENERBERGER |
38.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
EB1LFR |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
4/18/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.34 |
| Time value: |
0.32 |
| Break-even: |
41.23 |
| Moneyness: |
0.91 |
| Premium: |
0.19 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
6.60% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
5.18 |
| Rho: |
0.14 |
Quote data
| Open: |
0.296 |
| High: |
0.298 |
| Low: |
0.274 |
| Previous Close: |
0.307 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.46% |
| 1 Month |
|
|
+10.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.358 |
0.298 |
| 1M High / 1M Low: |
0.358 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.317 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
