Erste Bank Call 40 EBO 21.06.2024
/ AT0000A38YV1
Erste Bank Call 40 EBO 21.06.2024/ AT0000A38YV1 /
2024-05-28 9:15:56 AM |
Chg.-0.032 |
Bid5:02:33 PM |
Ask5:02:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.449EUR |
-6.65% |
0.505 Bid Size: 10,000 |
0.526 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
40.00 - |
2024-06-21 |
Call |
Master data
WKN: |
EB1F1J |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.40 |
Historic volatility: |
0.18 |
Parity: |
0.45 |
Time value: |
0.04 |
Break-even: |
44.89 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
4.49% |
Delta: |
0.87 |
Theta: |
-0.02 |
Omega: |
7.88 |
Rho: |
0.02 |
Quote data
Open: |
0.449 |
High: |
0.449 |
Low: |
0.449 |
Previous Close: |
0.481 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.84% |
1 Month |
|
|
+3.94% |
3 Months |
|
|
+274.17% |
YTD |
|
|
+353.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.759 |
0.481 |
1M High / 1M Low: |
0.764 |
0.422 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-20 |
0.764 |
Low (YTD): |
2024-03-12 |
0.057 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.672 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.596 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |