Erste Bank Call 32 WIB 20.09.2024
/ AT0000A38Y25
Erste Bank Call 32 WIB 20.09.2024/ AT0000A38Y25 /
| 5/15/2024 5:00:27 PM |
Chg.+0.029 |
Bid8:00:00 PM |
Ask8:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.509EUR |
+6.04% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
32.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
EB1F0N |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.32 |
| Time value: |
0.18 |
| Break-even: |
37.04 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
5.11 |
| Rho: |
0.07 |
Quote data
| Open: |
0.485 |
| High: |
0.509 |
| Low: |
0.485 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.38% |
| 1 Month |
|
|
+89.93% |
| 3 Months |
|
|
+60.57% |
| YTD |
|
|
+140.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.507 |
0.445 |
| 1M High / 1M Low: |
0.507 |
0.204 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/10/2024 |
0.507 |
| Low (YTD): |
1/17/2024 |
0.109 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.479 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
