Erste Bank Call 44 0B2 21.06.2024
/ AT0000A34VD4
Erste Bank Call 44 0B2 21.06.2024/ AT0000A34VD4 /
| 5/23/2024 9:15:17 AM |
Chg.+0.03 |
Bid11:58:07 AM |
Ask11:58:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+1.80% |
1.67
Bid Size: 10,000 |
1.70
Ask Size: 10,000 |
BAWAG GROUP AG |
44.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
EB1EKK |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
5/26/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.24 |
| Parity: |
1.67 |
| Time value: |
0.04 |
| Break-even: |
61.00 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.80% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
3.42 |
| Rho: |
0.03 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
+24.09% |
| 3 Months |
|
|
+169.84% |
| YTD |
|
|
+246.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.45 |
| 1M High / 1M Low: |
1.67 |
1.23 |
| 6M High / 6M Low: |
1.67 |
0.31 |
| High (YTD): |
5/22/2024 |
1.67 |
| Low (YTD): |
1/17/2024 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.43% |
| Volatility 6M: |
|
144.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
