Erste Bank Call 50 0B2 20.12.2024
/ AT0000A38XL4
Erste Bank Call 50 0B2 20.12.2024/ AT0000A38XL4 /
| 11/06/2024 09:22:14 |
Chg.+0.01 |
Bid09:42:59 |
Ask09:42:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+0.87% |
1.15
Bid Size: 10,000 |
1.18
Ask Size: 10,000 |
BAWAG GROUP AG |
50.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
EB1FZ3 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.00 |
| Time value: |
0.21 |
| Break-even: |
62.10 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.54% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.21 |
| Rho: |
0.21 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.41% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
+163.64% |
| YTD |
|
|
+329.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.07 |
| 1M High / 1M Low: |
1.36 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
28/05/2024 |
1.36 |
| Low (YTD): |
17/01/2024 |
0.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
