Erste Bank Call 42 EBO 21.03.2025/  AT0000A3ACF9  /

EUWAX
2024-06-21  5:00:12 PM Chg.-0.067 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.490EUR -12.03% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 42.00 - 2025-03-21 Call
 

Master data

WKN: EB1F8C
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2025-03-21
Issue date: 2024-02-02
Last trading day: 2025-03-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.50
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.14
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.14
Time value: 0.37
Break-even: 47.11
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 4.71%
Delta: 0.65
Theta: -0.01
Omega: 5.51
Rho: 0.17
 

Quote data

Open: 0.555
High: 0.555
Low: 0.490
Previous Close: 0.557
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month
  -16.52%
3 Months  
+103.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.557 0.481
1M High / 1M Low: 0.648 0.406
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -