Erste Bank Put 36 OMV 20.09.2024
/ AT0000A36Q27
Erste Bank Put 36 OMV 20.09.2024/ AT0000A36Q27 /
2024-05-29 5:00:19 PM |
Chg.+0.008 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.041EUR |
+24.24% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
36.00 - |
2024-09-20 |
Put |
Master data
WKN: |
EB1E3P |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
36.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-23 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-84.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.25 |
Parity: |
-1.05 |
Time value: |
0.06 |
Break-even: |
35.45 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.02 |
Spread %: |
57.14% |
Delta: |
-0.10 |
Theta: |
-0.01 |
Omega: |
-8.38 |
Rho: |
-0.02 |
Quote data
Open: |
0.033 |
High: |
0.041 |
Low: |
0.033 |
Previous Close: |
0.033 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.14% |
1 Month |
|
|
-40.58% |
3 Months |
|
|
-77.84% |
YTD |
|
|
-85.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.033 |
1M High / 1M Low: |
0.076 |
0.032 |
6M High / 6M Low: |
0.351 |
0.032 |
High (YTD): |
2024-01-17 |
0.345 |
Low (YTD): |
2024-05-21 |
0.032 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.185 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.02% |
Volatility 6M: |
|
118.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |