EGB Call/ERSTE GROUP 24-25
/ AT0000A3F0A6
EGB Call/ERSTE GROUP 24-25/ AT0000A3F0A6 /
| 1/24/2025 5:25:00 PM |
Chg.+0.041 |
Bid5:29:06 PM |
Ask5:29:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.848EUR |
+5.08% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
55.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
EB1MF6 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
9/13/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
0.76 |
| Time value: |
0.10 |
| Break-even: |
63.62 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
6.13 |
| Rho: |
0.07 |
Quote data
| Open: |
0.780 |
| High: |
0.862 |
| Low: |
0.780 |
| Previous Close: |
0.807 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+41.81% |
| 3 Months |
|
|
+821.74% |
| YTD |
|
|
+41.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.848 |
0.744 |
| 1M High / 1M Low: |
0.848 |
0.487 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
0.848 |
| Low (YTD): |
1/7/2025 |
0.487 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |