EGB Call/OMV 23-24/ AT0000A37TU5 /
2024-05-15 5:25:00 PM | Chg.-0.016 | Bid5:29:29 PM | Ask5:29:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.064EUR | -20.00% | - Bid Size: - |
- Ask Size: - |
OMV AG | 48.00 EUR | 2024-06-21 | Call |
Master data
WKN: | EB1FJK |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 48.00 EUR |
Maturity: | 2024-06-21 |
Issue date: | 2023-10-19 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 48.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.25 |
Parity: | -0.06 |
Time value: | 0.10 |
Break-even: | 48.97 |
Moneyness: | 0.99 |
Premium: | 0.03 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.02 |
Spread %: | 27.63% |
Delta: | 0.45 |
Theta: | -0.02 |
Omega: | 22.16 |
Rho: | 0.02 |
Quote data
Open: | 0.079 |
---|---|
High: | 0.079 |
Low: | 0.064 |
Previous Close: | 0.080 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +106.45% | ||
---|---|---|---|
1 Month | +30.61% | ||
3 Months | +82.86% | ||
YTD | +6.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.080 | 0.031 |
---|---|---|
1M High / 1M Low: | 0.080 | 0.015 |
6M High / 6M Low: | 0.182 | 0.014 |
High (YTD): | 2024-04-05 | 0.091 |
Low (YTD): | 2024-03-11 | 0.014 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.062 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.035 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.051 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 543.03% | |
Volatility 6M: | 347.80% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |