Erste Bank Put 36.1077 OMV 20.09.2024
/ AT0000A36Q35
Erste Bank Put 36.1077 OMV 20.09..../ AT0000A36Q35 /
| 2024-06-07 5:00:17 PM |
Chg.-0.006 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-8.57% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
36.1077 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
EB1E3N |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.11 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: |
-52.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.54 |
| Time value: |
0.08 |
| Break-even: |
35.32 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
31.75% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-9.61 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.060 |
| High: |
0.064 |
| Low: |
0.060 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-78.23% |
| YTD |
|
|
-83.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.056 |
| 1M High / 1M Low: |
0.088 |
0.049 |
| 6M High / 6M Low: |
0.454 |
0.049 |
| High (YTD): |
2024-01-17 |
0.454 |
| Low (YTD): |
2024-05-27 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.236 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.58% |
| Volatility 6M: |
|
125.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
