Erste Bank Call 55 0B2 21.06.2024
/ AT0000A3AB41
Erste Bank Call 55 0B2 21.06.2024/ AT0000A3AB41 /
| 5/24/2024 5:00:11 PM |
Chg.+0.028 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.662EUR |
+4.42% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
55.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
EB1F7C |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
2/2/2024 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.66 |
| Time value: |
0.05 |
| Break-even: |
62.02 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.93% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
7.83 |
| Rho: |
0.04 |
Quote data
| Open: |
0.575 |
| High: |
0.662 |
| Low: |
0.575 |
| Previous Close: |
0.634 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.05% |
| 1 Month |
|
|
+66.75% |
| 3 Months |
|
|
+1791.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.662 |
0.552 |
| 1M High / 1M Low: |
0.662 |
0.281 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
