Erste Bank Call 34 WIB 21.03.2025/  AT0000A3ACY0  /

EUWAX
6/11/2024  9:19:53 AM Chg.-0.006 Bid12:22:41 PM Ask12:22:41 PM Underlying Strike price Expiration date Option type
0.442EUR -1.34% 0.448
Bid Size: 10,000
0.468
Ask Size: 10,000
WIENERBERGER 34.00 EUR 3/21/2025 Call
 

Master data

WKN: EB1F8S
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 3/21/2025
Issue date: 2/2/2024
Last trading day: 3/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.26
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.01
Implied volatility: 0.35
Historic volatility: 0.22
Parity: 0.01
Time value: 0.46
Break-even: 38.69
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 5.63%
Delta: 0.60
Theta: -0.01
Omega: 4.36
Rho: 0.12
 

Quote data

Open: 0.442
High: 0.442
Low: 0.442
Previous Close: 0.448
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -14.17%
3 Months  
+56.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.457 0.415
1M High / 1M Low: 0.532 0.415
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -