Erste Bank Call 60 0B2 21.03.2025
/ AT0000A3ABC8
Erste Bank Call 60 0B2 21.03.2025/ AT0000A3ABC8 /
| 1/23/2025 9:15:50 AM |
Chg.+0.03 |
Bid3:05:07 PM |
Ask3:05:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
+1.06% |
2.91
Bid Size: 10,000 |
2.94
Ask Size: 10,000 |
BAWAG GROUP AG |
60.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
EB1F64 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/2/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
2.77 |
| Time value: |
0.05 |
| Break-even: |
88.20 |
| Moneyness: |
1.46 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
3.02 |
| Rho: |
0.09 |
Quote data
| Open: |
2.85 |
| High: |
2.85 |
| Low: |
2.85 |
| Previous Close: |
2.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.01% |
| 1 Month |
|
|
+43.22% |
| 3 Months |
|
|
+152.21% |
| YTD |
|
|
+37.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.72 |
| 1M High / 1M Low: |
2.82 |
1.94 |
| 6M High / 6M Low: |
2.82 |
0.70 |
| High (YTD): |
1/22/2025 |
2.82 |
| Low (YTD): |
1/7/2025 |
1.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.78% |
| Volatility 6M: |
|
104.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |