OverviewChartNewsTraderScreen

Erste Bank Call 31.0987 CAI 21.06.../  AT0000A36N04  /

EUWAX
6/11/2024  9:39:56 AM Chg.-0.003 Bid12:05:13 PM Ask12:05:13 PM Underlying Strike price Expiration date Option type
0.035EUR -7.89% 0.031
Bid Size: 10,000		 0.052
Ask Size: 10,000		 CA Immobilien Anlage... 31.0987 EUR 6/21/2024 Call
 

Master data

WKN: EB1E1S
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: CA Immobilien Anlagen AG
Type: Warrant
Option type: Call
Strike price: 31.10 EUR
Maturity: 6/21/2024
Issue date: 8/23/2023
Last trading day: 6/18/2024
Ratio: 9.15:1
Exercise type: American
Quanto: -
Gearing: 59.41
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.15
Parity: -0.07
Time value: 0.06
Break-even: 31.61
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 2.97
Spread abs.: 0.02
Spread %: 55.56%
Delta: 0.39
Theta: -0.04
Omega: 23.02
Rho: 0.00
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.038
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -60.23%
3 Months
  -77.42%
YTD
  -90.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.033
1M High / 1M Low: 0.078 0.033
6M High / 6M Low: 0.374 0.033
High (YTD): 1/2/2024 0.349
Low (YTD): 6/4/2024 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   17.600
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.98%
Volatility 6M:   151.54%
Volatility 1Y:   -
Volatility 3Y:   -