EGB Put/OMV 23-24/ AT0000A36Q35 /
| 2024-06-07 5:25:00 PM | Chg.-0.004 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.065EUR | -5.80% | - Bid Size: - |
- Ask Size: - |
OMV AG | 36.1077 EUR | 2024-09-20 | Put |
Master data
| WKN: | EB1E3N |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 36.11 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: | -52.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | -0.54 |
| Time value: | 0.08 |
| Break-even: | 35.32 |
| Moneyness: | 0.88 |
| Premium: | 0.14 |
| Premium p.a.: | 0.60 |
| Spread abs.: | 0.02 |
| Spread %: | 31.75% |
| Delta: | -0.18 |
| Theta: | -0.01 |
| Omega: | -9.61 |
| Rho: | -0.02 |
Quote data
| Open: | 0.060 |
|---|---|
| High: | 0.065 |
| Low: | 0.060 |
| Previous Close: | 0.069 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +10.17% | ||
|---|---|---|---|
| 1 Month | -25.29% | ||
| 3 Months | -77.89% | ||
| YTD | -82.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.071 | 0.056 |
|---|---|---|
| 1M High / 1M Low: | 0.087 | 0.048 |
| 6M High / 6M Low: | 0.450 | 0.048 |
| High (YTD): | 2024-01-17 | 0.450 |
| Low (YTD): | 2024-05-21 | 0.048 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.066 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.062 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.236 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 174.89% | |
| Volatility 6M: | 123.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
