Erste Bank Call 15 RAW 20.09.2024
/ AT0000A36N79
Erste Bank Call 15 RAW 20.09.2024/ AT0000A36N79 /
| 6/18/2024 5:00:12 PM |
Chg.+0.001 |
Bid5:38:12 PM |
Ask5:38:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.192EUR |
+0.52% |
-
Bid Size: - |
-
Ask Size: - |
RAIFFEISEN BK INTL I... |
15.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
EB1E1Y |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
0.11 |
| Time value: |
0.09 |
| Break-even: |
17.07 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
10.70% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
5.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.192 |
| Previous Close: |
0.191 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.67% |
| 1 Month |
|
|
-40.19% |
| 3 Months |
|
|
-53.40% |
| YTD |
|
|
-54.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.231 |
0.153 |
| 1M High / 1M Low: |
0.306 |
0.153 |
| 6M High / 6M Low: |
0.553 |
0.153 |
| High (YTD): |
2/22/2024 |
0.553 |
| Low (YTD): |
6/14/2024 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.380 |
| Avg. volume 6M: |
|
480 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.83% |
| Volatility 6M: |
|
158.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
