Erste Bank Call 42 0B2 21.06.2024
/ AT0000A36K31
Erste Bank Call 42 0B2 21.06.2024/ AT0000A36K31 /
| 23/05/2024 09:15:56 |
Chg.+0.03 |
Bid11:22:39 |
Ask11:22:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+1.60% |
1.85
Bid Size: 10,000 |
1.88
Ask Size: 10,000 |
BAWAG GROUP AG |
42.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
EB1EYY |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
23/08/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.24 |
| Parity: |
1.87 |
| Time value: |
0.04 |
| Break-even: |
61.00 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.60% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
3.07 |
| Rho: |
0.03 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.85% |
| 1 Month |
|
|
+21.02% |
| 3 Months |
|
|
+131.71% |
| YTD |
|
|
+192.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.64 |
| 1M High / 1M Low: |
1.87 |
1.42 |
| 6M High / 6M Low: |
1.87 |
0.45 |
| High (YTD): |
22/05/2024 |
1.87 |
| Low (YTD): |
17/01/2024 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.32% |
| Volatility 6M: |
|
119.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
