Erste Bank Put 38 OMV 20.09.2024
/ AT0000A36Q35
Erste Bank Put 38 OMV 20.09.2024/ AT0000A36Q35 /
| 2024-05-30 9:16:39 AM |
Chg.+0.001 |
Bid12:32:10 PM |
Ask12:32:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
+1.52% |
0.071
Bid Size: 10,000 |
0.092
Ask Size: 10,000 |
OMV AG |
38.00 - |
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: |
38.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-55.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-0.78 |
| Time value: |
0.08 |
| Break-even: |
37.18 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
30.16% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-8.28 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.85% |
| 1 Month |
|
|
-37.38% |
| 3 Months |
|
|
-74.62% |
| YTD |
|
|
-82.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.049 |
| 1M High / 1M Low: |
0.119 |
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: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.82% |
| Volatility 6M: |
|
119.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
