Erste Bank Call 32 EBO 21.06.2024
/ AT0000A34Y60
Erste Bank Call 32 EBO 21.06.2024/ AT0000A34Y60 /
| 2024-06-14 5:00:04 PM |
Chg.- |
Bid9:00:06 AM |
Ask9:00:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
32.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
EB1EM9 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
210.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
1.00 |
| Time value: |
-0.98 |
| Break-even: |
32.20 |
| Moneyness: |
1.31 |
| Premium: |
-0.23 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.02 |
| Spread %: |
1,900.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.00 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.63% |
| 1 Month |
|
|
-34.64% |
| 3 Months |
|
|
+35.14% |
| YTD |
|
|
+75.44% |
| 1 Year |
|
|
+143.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.00 |
| 1M High / 1M Low: |
1.56 |
1.00 |
| 6M High / 6M Low: |
1.56 |
0.51 |
| High (YTD): |
2024-05-20 |
1.56 |
| Low (YTD): |
2024-02-29 |
0.53 |
| 52W High: |
2024-05-20 |
1.56 |
| 52W Low: |
2023-09-27 |
0.29 |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.48% |
| Volatility 6M: |
|
90.58% |
| Volatility 1Y: |
|
98.73% |
| Volatility 3Y: |
|
- |
