Erste Bank Call 79.1632 OEWA 21.06.2024
/ AT0000A34ZS3
Erste Bank Call 79.1632 OEWA 21.0.../ AT0000A34ZS3 /
14/05/2024 09:15:47 |
Chg.+0.002 |
Bid13:04:17 |
Ask13:04:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
+3.64% |
0.088 Bid Size: 10,000 |
0.108 Ask Size: 10,000 |
VERBUND AG INH... |
79.1632 EUR |
21/06/2024 |
Call |
Master data
WKN: |
EB1EPT |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
VERBUND AG INH. A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
79.16 EUR |
Maturity: |
21/06/2024 |
Issue date: |
26/05/2023 |
Last trading day: |
18/06/2024 |
Ratio: |
9.89:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
96.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
-0.79 |
Time value: |
0.08 |
Break-even: |
79.91 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
1.99 |
Spread abs.: |
0.02 |
Spread %: |
36.36% |
Delta: |
0.19 |
Theta: |
-0.03 |
Omega: |
17.96 |
Rho: |
0.01 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.055 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.83% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
+67.65% |
YTD |
|
|
-93.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.072 |
0.044 |
1M High / 1M Low: |
0.072 |
0.028 |
6M High / 6M Low: |
1.330 |
0.010 |
High (YTD): |
10/01/2024 |
1.060 |
Low (YTD): |
03/04/2024 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.408 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
365.43% |
Volatility 6M: |
|
375.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |