Erste Bank Call 39.9085 OMV 20.09.2024
/ AT0000A36PF6
Erste Bank Call 39.9085 OMV 20.09.../ AT0000A36PF6 /
| 2024-06-07 5:00:17 PM |
Chg.+0.001 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+0.30% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
39.9085 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1E22 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.91 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: |
12.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.14 |
| Time value: |
0.22 |
| Break-even: |
43.30 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
7.75 |
| Rho: |
0.07 |
Quote data
| Open: |
0.355 |
| High: |
0.355 |
| Low: |
0.330 |
| Previous Close: |
0.329 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.90% |
| 1 Month |
|
|
-36.05% |
| 3 Months |
|
|
+104.97% |
| YTD |
|
|
+42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.412 |
0.292 |
| 1M High / 1M Low: |
0.583 |
0.292 |
| 6M High / 6M Low: |
0.583 |
0.154 |
| High (YTD): |
2024-05-21 |
0.583 |
| Low (YTD): |
2024-03-11 |
0.154 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.79% |
| Volatility 6M: |
|
177.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
