EGB Call/WIENERBERGER 24-25/  AT0000A3CH27  /

Wien OS
6/14/2024  5:25:00 PM Chg.-0.022 Bid5:28:54 PM Ask5:28:54 PM Underlying Strike price Expiration date Option type
0.287EUR -7.12% -
Bid Size: -
-
Ask Size: -
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: 11.15
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -0.40
Time value: 0.31
Break-even: 41.05
Moneyness: 0.89
Premium: 0.21
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 8.16%
Delta: 0.46
Theta: -0.01
Omega: 5.15
Rho: 0.13
 

Quote data

Open: 0.296
High: 0.297
Low: 0.287
Previous Close: 0.309
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.03%
1 Month
  -19.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.327 0.287
1M High / 1M Low: 0.358 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -