Erste Bank Call 79.1632 OEWA 21.0.../  AT0000A3ACP8  /

EUWAX
17/05/2024  17:00:12 Chg.+0.005 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.650EUR +0.78% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 79.1632 EUR 21/03/2025 Call
 

Master data

WKN: EB1F8M
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 79.16 EUR
Maturity: 21/03/2025
Issue date: 02/02/2024
Last trading day: 18/03/2025
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 11.22
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.67
Time value: 0.65
Break-even: 85.62
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 3.32%
Delta: 0.48
Theta: -0.02
Omega: 5.36
Rho: 0.24
 

Quote data

Open: 0.626
High: 0.650
Low: 0.626
Previous Close: 0.645
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.07%
1 Month  
+66.24%
3 Months  
+131.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.736 0.573
1M High / 1M Low: 0.736 0.383
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.501
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -