Erste Bank Call 38.0081 OMV 20.12.2024
/ AT0000A390H2
Erste Bank Call 38.0081 OMV 20.12.../ AT0000A390H2 /
| 2024-06-10 9:17:46 AM |
Chg.-0.021 |
Bid12:43:11 PM |
Ask12:43:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.553EUR |
-3.66% |
0.579
Bid Size: 10,000 |
0.600
Ask Size: 10,000 |
OMV AG |
38.0081 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F21 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.01 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: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.34 |
| Time value: |
0.26 |
| Break-even: |
43.71 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.63% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
5.17 |
| Rho: |
0.13 |
Quote data
| Open: |
0.553 |
| High: |
0.553 |
| Low: |
0.553 |
| Previous Close: |
0.574 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.64% |
| 1 Month |
|
|
-22.66% |
| 3 Months |
|
|
+84.95% |
| YTD |
|
|
+52.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.612 |
0.492 |
| 1M High / 1M Low: |
0.781 |
0.492 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
0.781 |
| Low (YTD): |
2024-01-17 |
0.264 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
