EGB Put/OMV 23-24/ AT0000A37U61 /
| 2024-05-28 5:25:00 PM | Chg.+0.014 | Bid5:29:21 PM | Ask5:29:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.141EUR | +11.02% | - Bid Size: - |
- Ask Size: - |
OMV AG | 42.00 EUR | 2024-09-20 | Put |
Master data
| WKN: | EB1FJV |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 42.00 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -31.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | -0.49 |
| Time value: | 0.15 |
| Break-even: | 40.52 |
| Moneyness: | 0.90 |
| Premium: | 0.14 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.02 |
| Spread %: | 16.54% |
| Delta: | -0.24 |
| Theta: | -0.01 |
| Omega: | -7.59 |
| Rho: | -0.04 |
Quote data
| Open: | 0.128 |
|---|---|
| High: | 0.141 |
| Low: | 0.128 |
| Previous Close: | 0.127 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +18.49% | ||
|---|---|---|---|
| 1 Month | -56.21% | ||
| 3 Months | -73.69% | ||
| YTD | -76.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.143 | 0.119 |
|---|---|---|
| 1M High / 1M Low: | 0.294 | 0.119 |
| 6M High / 6M Low: | 0.724 | 0.119 |
| High (YTD): | 2024-01-17 | 0.724 |
| Low (YTD): | 2024-05-21 | 0.119 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.132 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.181 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.464 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 154.25% | |
| Volatility 6M: | 111.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
