Erste Bank Call 42 0B2 20.09.2024
/ AT0000A36K49
Erste Bank Call 42 0B2 20.09.2024/ AT0000A36K49 /
| 21/06/2024 17:00:15 |
Chg.-0.11 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
-6.01% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
42.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
EB1EYX |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
1.79 |
| Time value: |
0.08 |
| Break-even: |
60.70 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.63% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.01 |
| Rho: |
0.09 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.72 |
| Previous Close: |
1.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.97% |
| 1 Month |
|
|
-8.51% |
| 3 Months |
|
|
+8.18% |
| YTD |
|
|
+156.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.55 |
| 1M High / 1M Low: |
2.03 |
1.55 |
| 6M High / 6M Low: |
2.03 |
0.48 |
| High (YTD): |
28/05/2024 |
2.03 |
| Low (YTD): |
17/01/2024 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.02% |
| Volatility 6M: |
|
109.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
