EGB Call/OMV 23-24/ AT0000A36PH2 /
2024-06-11 5:25:01 PM | Chg.-0.025 | Bid5:28:25 PM | Ask5:28:25 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.132EUR | -15.92% | - Bid Size: - |
- Ask Size: - |
OMV AG | 43.7093 EUR | 2024-09-20 | Call |
Master data
WKN: | EB1E20 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 43.71 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: | 24.54 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.24 |
Parity: | -0.21 |
Time value: | 0.18 |
Break-even: | 45.41 |
Moneyness: | 0.96 |
Premium: | 0.09 |
Premium p.a.: | 0.35 |
Spread abs.: | 0.02 |
Spread %: | 13.29% |
Delta: | 0.43 |
Theta: | -0.01 |
Omega: | 10.50 |
Rho: | 0.04 |
Quote data
Open: | 0.158 |
---|---|
High: | 0.158 |
Low: | 0.132 |
Previous Close: | 0.157 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -6.38% | ||
---|---|---|---|
1 Month | -40.27% | ||
3 Months | +85.92% | ||
YTD | +10.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.157 | 0.129 |
---|---|---|
1M High / 1M Low: | 0.263 | 0.085 |
6M High / 6M Low: | 0.263 | 0.064 |
High (YTD): | 2024-05-21 | 0.263 |
Low (YTD): | 2024-03-11 | 0.064 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.141 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.169 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.126 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 346.99% | |
Volatility 6M: | 231.98% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |