Erste Bank Call 55 AZ2 20.12.2024
/ AT0000A39062
Erste Bank Call 55 AZ2 20.12.2024/ AT0000A39062 /
2024-09-23 5:00:30 PM |
Chg.+0.008 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.913EUR |
+0.88% |
- Bid Size: - |
- Ask Size: - |
ANDRITZ AG |
55.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
0.80 |
Time value: |
0.14 |
Break-even: |
64.44 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.83% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
5.55 |
Rho: |
0.10 |
Quote data
Open: |
0.878 |
High: |
0.913 |
Low: |
0.878 |
Previous Close: |
0.905 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.29% |
1 Month |
|
|
+48.46% |
3 Months |
|
|
+41.33% |
YTD |
|
|
+52.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.948 |
0.759 |
1M High / 1M Low: |
0.948 |
0.542 |
6M High / 6M Low: |
0.948 |
0.307 |
High (YTD): |
2024-09-19 |
0.948 |
Low (YTD): |
2024-04-26 |
0.307 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.686 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.559 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.40% |
Volatility 6M: |
|
159.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |