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Erste Bank Call 34 EBO 21.06.2024/  AT0000A34Y78  /

EUWAX
6/7/2024  5:00:35 PM Chg.-0.04 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.10EUR -3.51% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 34.00 - 6/21/2024 Call
 

Master data

WKN: EB1EM8
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 6/21/2024
Issue date: 5/26/2023
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.01
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.09
Implied volatility: 1.00
Historic volatility: 0.18
Parity: 1.09
Time value: 0.03
Break-even: 45.20
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 2.75%
Delta: 0.94
Theta: -0.04
Omega: 3.78
Rho: 0.01
 

Quote data

Open: 1.13
High: 1.13
Low: 1.10
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.90%
1 Month
  -5.17%
3 Months  
+155.81%
YTD  
+161.90%
1 Year  
+279.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 1.03
1M High / 1M Low: 1.36 1.03
6M High / 6M Low: 1.36 0.35
High (YTD): 5/20/2024 1.36
Low (YTD): 2/29/2024 0.36
52W High: 5/20/2024 1.36
52W Low: 9/27/2023 0.19
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   0.74
Avg. volume 6M:   0.00
Avg. price 1Y:   0.52
Avg. volume 1Y:   0.00
Volatility 1M:   88.97%
Volatility 6M:   110.35%
Volatility 1Y:   116.86%
Volatility 3Y:   -