EGB Call/OMV 24-25/ AT0000A3CHV1 /
| 2024-05-28 5:25:00 PM | Chg.-0.066 | Bid5:29:20 PM | Ask5:29:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.474EUR | -12.22% | - Bid Size: - |
- Ask Size: - |
OMV AG | 44.00 EUR | 2025-06-20 | Call |
Master data
| WKN: | EB1LGP |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 EUR |
| Maturity: | 2025-06-20 |
| Issue date: | 2024-04-18 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.25 |
| Parity: | 0.29 |
| Time value: | 0.27 |
| Break-even: | 49.57 |
| Moneyness: | 1.07 |
| Premium: | 0.06 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 3.72% |
| Delta: | 0.78 |
| Theta: | -0.01 |
| Omega: | 6.58 |
| Rho: | 0.33 |
Quote data
| Open: | 0.509 |
|---|---|
| High: | 0.510 |
| Low: | 0.474 |
| Previous Close: | 0.540 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -9.02% | ||
|---|---|---|---|
| 1 Month | +29.16% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.543 | 0.474 |
|---|---|---|
| 1M High / 1M Low: | 0.612 | 0.367 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.518 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.503 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.14% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
