EGB Call/OMV 23-24/ AT0000A36PF6 /
| 2024-06-10 11:25:01 AM | Chg.+0.011 | Bid12:59:45 PM | Ask12:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.336EUR | +3.38% | 0.335 Bid Size: 10,000 |
0.355 Ask Size: 10,000 |
OMV AG | 39.9085 EUR | 2024-09-20 | Call |
Master data
| WKN: | EB1E22 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 39.91 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | 0.14 |
| Time value: | 0.22 |
| Break-even: | 43.30 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.02 |
| Spread %: | 6.25% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 7.74 |
| Rho: | 0.06 |
Quote data
| Open: | 0.308 |
|---|---|
| High: | 0.336 |
| Low: | 0.308 |
| Previous Close: | 0.325 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -18.05% | ||
|---|---|---|---|
| 1 Month | -35.14% | ||
| 3 Months | +108.70% | ||
| YTD | +41.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.410 | 0.302 |
|---|---|---|
| 1M High / 1M Low: | 0.608 | 0.302 |
| 6M High / 6M Low: | 0.608 | 0.152 |
| High (YTD): | 2024-05-21 | 0.608 |
| Low (YTD): | 2024-03-11 | 0.152 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.341 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.457 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.286 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 190.13% | |
| Volatility 6M: | 174.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
