Erste Bank Call 24 WIB 21.06.2024
/ AT0000A37RM6
Erste Bank Call 24 WIB 21.06.2024/ AT0000A37RM6 /
| 6/12/2024 9:17:15 AM |
Chg.-0.02 |
Bid1:19:00 PM |
Ask1:19:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-2.35% |
1.00
Bid Size: 10,000 |
1.02
Ask Size: 10,000 |
WIENERBERGER |
24.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
EB1FGB |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.22 |
| Parity: |
1.00 |
| Time value: |
0.03 |
| Break-even: |
34.30 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
3.09 |
| Rho: |
0.01 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
+14.94% |
| YTD |
|
|
+49.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
1.00 |
| 1M High / 1M Low: |
1.17 |
1.00 |
| 6M High / 6M Low: |
1.17 |
0.47 |
| High (YTD): |
5/16/2024 |
1.17 |
| Low (YTD): |
1/17/2024 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.67% |
| Volatility 6M: |
|
85.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
