Erste Bank Call 38.0081 OMV 20.09.2024
/ AT0000A390G4
Erste Bank Call 38.0081 OMV 20.09.../ AT0000A390G4 /
2024-06-07 5:00:28 PM |
Chg.+0.006 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.472EUR |
+1.29% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
38.0081 EUR |
2024-09-20 |
Call |
Master data
WKN: |
EB1F22 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.01 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-09-17 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.34 |
Time value: |
0.16 |
Break-even: |
42.74 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
4.40% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
6.44 |
Rho: |
0.07 |
Quote data
Open: |
0.499 |
High: |
0.499 |
Low: |
0.472 |
Previous Close: |
0.466 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.72% |
1 Month |
|
|
-29.55% |
3 Months |
|
|
+96.67% |
YTD |
|
|
+48.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.612 |
0.466 |
1M High / 1M Low: |
0.778 |
0.466 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-21 |
0.778 |
Low (YTD): |
2024-01-17 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.647 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |