Erste Bank Call 48 0B2 21.06.2024
/ AT0000A34VF9
Erste Bank Call 48 0B2 21.06.2024/ AT0000A34VF9 /
| 2024-06-18 5:00:29 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
EB1EKH |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
3.92 |
| Historic volatility: |
0.25 |
| Parity: |
1.10 |
| Time value: |
0.09 |
| Break-even: |
59.90 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.87 |
| Theta: |
-1.31 |
| Omega: |
4.30 |
| Rho: |
0.00 |
Quote data
| Open: |
1.10 |
| High: |
1.16 |
| Low: |
1.10 |
| Previous Close: |
0.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.34% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
+16.00% |
| YTD |
|
|
+364.00% |
| 1 Year |
|
|
+152.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.89 |
| 1M High / 1M Low: |
1.38 |
0.89 |
| 6M High / 6M Low: |
1.38 |
0.12 |
| High (YTD): |
2024-05-28 |
1.38 |
| Low (YTD): |
2024-01-17 |
0.12 |
| 52W High: |
2024-05-28 |
1.38 |
| 52W Low: |
2023-10-27 |
0.09 |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.48 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
144.67% |
| Volatility 6M: |
|
206.34% |
| Volatility 1Y: |
|
206.30% |
| Volatility 3Y: |
|
- |
