Erste Bank Call 46 OMV 21.06.2024
/ AT0000A36PE9
Erste Bank Call 46 OMV 21.06.2024/ AT0000A36PE9 /
2024-06-03 5:00:18 PM |
Chg.-0.011 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-23.40% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
46.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
EB1E23 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-23 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
58.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.15 |
Historic volatility: |
0.25 |
Parity: |
0.02 |
Time value: |
0.06 |
Break-even: |
46.79 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
36.21% |
Delta: |
0.59 |
Theta: |
-0.02 |
Omega: |
34.54 |
Rho: |
0.01 |
Quote data
Open: |
0.068 |
High: |
0.068 |
Low: |
0.036 |
Previous Close: |
0.047 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-68.97% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-35.71% |
YTD |
|
|
-58.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.116 |
0.029 |
1M High / 1M Low: |
0.192 |
0.029 |
6M High / 6M Low: |
0.192 |
0.029 |
High (YTD): |
2024-05-14 |
0.192 |
Low (YTD): |
2024-05-30 |
0.029 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
517.94% |
Volatility 6M: |
|
324.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |