Erste Bank Call 38 EBO 20.09.2024
/ AT0000A36LS8
Erste Bank Call 38 EBO 20.09.2024/ AT0000A36LS8 /
| 21/06/2024 17:00:05 |
Chg.-0.085 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.618EUR |
-12.09% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
38.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
EB1E0F |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.54 |
| Time value: |
0.10 |
| Break-even: |
44.38 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.697 |
| High: |
0.697 |
| Low: |
0.618 |
| Previous Close: |
0.703 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.35% |
| 1 Month |
|
|
-31.94% |
| 3 Months |
|
|
+91.93% |
| YTD |
|
|
+179.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.703 |
0.604 |
| 1M High / 1M Low: |
0.908 |
0.501 |
| 6M High / 6M Low: |
0.965 |
0.158 |
| High (YTD): |
20/05/2024 |
0.965 |
| Low (YTD): |
29/02/2024 |
0.158 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.637 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.51% |
| Volatility 6M: |
|
153.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
