Erste Bank Call 20 VAS 21.03.2025
/ AT0000A3F0Q2
Erste Bank Call 20 VAS 21.03.2025/ AT0000A3F0Q2 /
| 1/10/2025 9:16:10 AM |
Chg.-0.001 |
Bid4:24:08 PM |
Ask4:24:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-4.17% |
0.020
Bid Size: 10,000 |
0.040
Ask Size: 10,000 |
VOESTALPINE AG |
20.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
EB1MGL |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/13/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-0.26 |
| Time value: |
0.05 |
| Break-even: |
20.45 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.02 |
| Spread %: |
87.50% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
10.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.024 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.29% |
| 1 Month |
|
|
-77.67% |
| 3 Months |
|
|
-88.44% |
| YTD |
|
|
-52.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.024 |
| 1M High / 1M Low: |
0.110 |
0.024 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.047 |
| Low (YTD): |
1/9/2025 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |