Erste Bank Call 46 EBO 20.12.2024
/ AT0000A3CGG4
Erste Bank Call 46 EBO 20.12.2024/ AT0000A3CGG4 /
| 2024-09-24 9:16:37 AM |
Chg.+0.002 |
Bid1:25:09 PM |
Ask1:25:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.338EUR |
+0.60% |
0.333
Bid Size: 10,000 |
0.354
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
46.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1LFD |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.17 |
| Time value: |
0.19 |
| Break-even: |
49.63 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
6.14% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
8.62 |
| Rho: |
0.07 |
Quote data
| Open: |
0.338 |
| High: |
0.338 |
| Low: |
0.338 |
| Previous Close: |
0.336 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.50% |
| 1 Month |
|
|
-18.55% |
| 3 Months |
|
|
+52.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.413 |
0.333 |
| 1M High / 1M Low: |
0.530 |
0.309 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
