EGB Call/OMV 23-24/ AT0000A390F6 /
| 2024-05-28 5:25:00 PM | Chg.-0.054 | Bid5:29:20 PM | Ask5:29:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.645EUR | -7.73% | - Bid Size: - |
- Ask Size: - |
OMV AG | 40.00 EUR | 2024-06-21 | Call |
Master data
| WKN: | EB1F23 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.70 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.25 |
| Parity: | 0.69 |
| Time value: | 0.02 |
| Break-even: | 47.14 |
| Moneyness: | 1.17 |
| Premium: | 0.01 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 3.03% |
| Delta: | 0.94 |
| Theta: | -0.02 |
| Omega: | 6.17 |
| Rho: | 0.02 |
Quote data
| Open: | 0.693 |
|---|---|
| High: | 0.695 |
| Low: | 0.645 |
| Previous Close: | 0.699 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -19.98% | ||
|---|---|---|---|
| 1 Month | +80.17% | ||
| 3 Months | +169.87% | ||
| YTD | +122.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.806 | 0.653 |
|---|---|---|
| 1M High / 1M Low: | 0.806 | 0.399 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-21 | 0.806 |
| Low (YTD): | 2024-01-17 | 0.189 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.704 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.628 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
