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Erste Bank Call 32 EBO 21.06.2024/  AT0000A34Y60  /

EUWAX
5/27/2024  5:00:05 PM Chg.-0.22 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.26EUR -14.86% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 32.00 - 6/21/2024 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: 6/21/2024
Issue date: 5/26/2023
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.06
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.51
Implied volatility: 0.90
Historic volatility: 0.17
Parity: 1.51
Time value: 0.03
Break-even: 47.40
Moneyness: 1.47
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.99%
Delta: 0.96
Theta: -0.02
Omega: 2.94
Rho: 0.02
 

Quote data

Open: 1.30
High: 1.30
Low: 1.26
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.71%
1 Month  
+3.28%
3 Months  
+80.00%
YTD  
+121.05%
1 Year  
+223.08%
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): 5/20/2024 1.56
Low (YTD): 2/29/2024 0.53
52W High: 5/20/2024 1.56
52W Low: 9/27/2023 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:   -