EGB Call/OMV 23-24/ AT0000A390K6 /
| 2024-06-07 5:25:00 PM | Chg.-0.005 | Bid5:29:23 PM | Ask5:29:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.324EUR | -1.52% | - Bid Size: - |
- Ask Size: - |
OMV AG | 41.8089 EUR | 2024-12-20 | Call |
Master data
| WKN: | EB1F2Z |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 41.81 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -0.06 |
| Time value: | 0.35 |
| Break-even: | 45.17 |
| Moneyness: | 0.99 |
| Premium: | 0.10 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.02 |
| Spread %: | 6.31% |
| Delta: | 0.55 |
| Theta: | -0.01 |
| Omega: | 6.73 |
| Rho: | 0.10 |
Quote data
| Open: | 0.347 |
|---|---|
| High: | 0.347 |
| Low: | 0.322 |
| Previous Close: | 0.329 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +0.93% | ||
|---|---|---|---|
| 1 Month | -16.71% | ||
| 3 Months | +101.24% | ||
| YTD | +47.95% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.329 | 0.256 |
|---|---|---|
| 1M High / 1M Low: | 0.460 | 0.256 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-21 | 0.460 |
| Low (YTD): | 2024-01-17 | 0.149 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.310 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.367 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 177.57% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
