Erste Bank Call 46 OMV 21.06.2024
/ AT0000A36PE9
Erste Bank Call 46 OMV 21.06.2024/ AT0000A36PE9 /
2024-05-15 9:16:45 AM |
Chg.+0.003 |
Bid4:38:10 PM |
Ask4:38:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.195EUR |
+1.56% |
0.150 Bid Size: 10,000 |
0.171 Ask Size: 10,000 |
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: |
22.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.20 |
Historic volatility: |
0.25 |
Parity: |
0.14 |
Time value: |
0.07 |
Break-even: |
48.10 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
16.13 |
Rho: |
0.03 |
Quote data
Open: |
0.195 |
High: |
0.195 |
Low: |
0.195 |
Previous Close: |
0.192 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+134.94% |
1 Month |
|
|
+82.24% |
3 Months |
|
|
+225.00% |
YTD |
|
|
+124.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.192 |
0.083 |
1M High / 1M Low: |
0.192 |
0.045 |
6M High / 6M Low: |
0.256 |
0.033 |
High (YTD): |
2024-05-14 |
0.192 |
Low (YTD): |
2024-03-07 |
0.033 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.153 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.088 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
419.82% |
Volatility 6M: |
|
286.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |