EGB Call/OMV 23-24/ AT0000A36PC3 /
| 2024-05-28 5:25:00 PM | Chg.-0.055 | Bid5:29:20 PM | Ask5:29:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.445EUR | -11.00% | - Bid Size: - |
- Ask Size: - |
OMV AG | 42.00 EUR | 2024-06-21 | Call |
Master data
| WKN: | EB1E25 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 EUR |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.25 |
| Parity: | 0.49 |
| Time value: | 0.02 |
| Break-even: | 47.14 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 4.05% |
| Delta: | 0.92 |
| Theta: | -0.02 |
| Omega: | 8.43 |
| Rho: | 0.03 |
Quote data
| Open: | 0.493 |
|---|---|
| High: | 0.495 |
| Low: | 0.445 |
| Previous Close: | 0.500 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -26.57% | ||
|---|---|---|---|
| 1 Month | +116.02% | ||
| 3 Months | +196.67% | ||
| YTD | +121.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.606 | 0.453 |
|---|---|---|
| 1M High / 1M Low: | 0.606 | 0.234 |
| 6M High / 6M Low: | 0.606 | 0.122 |
| High (YTD): | 2024-05-21 | 0.606 |
| Low (YTD): | 2024-03-07 | 0.122 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.504 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.437 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.247 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 222.37% | |
| Volatility 6M: | 195.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
