Erste Bank Call 42 OMV 21.06.2024
/ AT0000A36PC3
Erste Bank Call 42 OMV 21.06.2024/ AT0000A36PC3 /
| 2024-05-30 9:16:37 AM |
Chg.-0.017 |
Bid4:05:36 PM |
Ask4:05:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.352EUR |
-4.61% |
0.348
Bid Size: 10,000 |
0.369
Ask Size: 10,000 |
OMV AG |
42.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
EB1E25 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.38 |
| Time value: |
0.02 |
| Break-even: |
46.06 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
10.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.352 |
| High: |
0.352 |
| Low: |
0.352 |
| Previous Close: |
0.369 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.02% |
| 1 Month |
|
|
+12.82% |
| 3 Months |
|
|
+104.65% |
| YTD |
|
|
+81.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.503 |
0.369 |
| 1M High / 1M Low: |
0.580 |
0.255 |
| 6M High / 6M Low: |
0.580 |
0.119 |
| High (YTD): |
2024-05-21 |
0.580 |
| Low (YTD): |
2024-01-17 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.59% |
| Volatility 6M: |
|
200.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
