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Erste Bank Call 32 EBO 21.06.2024/  AT0000A34Y60  /

EUWAX
28/05/2024  09:15:14 Chg.-0.03 Bid11:20:52 Ask11:20:52 Underlying Strike price Expiration date Option type
1.23EUR -2.38% 1.28
Bid Size: 10,000		 1.30
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 32.00 - 21/06/2024 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: 21/06/2024
Issue date: 26/05/2023
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.25
Implied volatility: 0.87
Historic volatility: 0.18
Parity: 1.25
Time value: 0.03
Break-even: 44.80
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 2.40%
Delta: 0.95
Theta: -0.03
Omega: 3.28
Rho: 0.02
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.65%
1 Month  
+0.82%
3 Months  
+75.71%
YTD  
+115.79%
1 Year  
+215.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.55 1.26
1M High / 1M Low: 1.56 1.21
6M High / 6M Low: 1.56 0.50
High (YTD): 20/05/2024 1.56
Low (YTD): 29/02/2024 0.53
52W High: 20/05/2024 1.56
52W Low: 27/09/2023 0.29
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   0.87
Avg. volume 6M:   0.00
Avg. price 1Y:   0.64
Avg. volume 1Y:   0.00
Volatility 1M:   74.94%
Volatility 6M:   89.76%
Volatility 1Y:   98.09%
Volatility 3Y:   -