Erste Bank Call 55 AZ2 20.12.2024
/ AT0000A39062
Erste Bank Call 55 AZ2 20.12.2024/ AT0000A39062 /
| 6/21/2024 5:00:24 PM |
Chg.+0.020 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.646EUR |
+3.19% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
55.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
EB1F2Q |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.25 |
| Time value: |
0.39 |
| Break-even: |
61.40 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
5.93 |
| Rho: |
0.16 |
Quote data
| Open: |
0.635 |
| High: |
0.646 |
| Low: |
0.635 |
| Previous Close: |
0.626 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.90% |
| 1 Month |
|
|
+26.42% |
| 3 Months |
|
|
-8.24% |
| YTD |
|
|
+8.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.725 |
0.626 |
| 1M High / 1M Low: |
0.874 |
0.395 |
| 6M High / 6M Low: |
0.874 |
0.307 |
| High (YTD): |
6/13/2024 |
0.874 |
| Low (YTD): |
4/26/2024 |
0.307 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.673 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.76% |
| Volatility 6M: |
|
143.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
