EGB Call/OMV 23-24/ AT0000A37TV3 /
2024-05-15 5:25:00 PM | Chg.-0.015 | Bid5:29:29 PM | Ask5:29:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.139EUR | -9.74% | - Bid Size: - |
- Ask Size: - |
OMV AG | 48.00 EUR | 2024-09-20 | Call |
Master data
WKN: | EB1FJJ |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 48.00 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2023-10-19 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 27.71 |
Leverage: | Yes |
Calculated values
Fair value: | 0.28 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.15 |
Historic volatility: | 0.25 |
Parity: | -0.06 |
Time value: | 0.17 |
Break-even: | 49.71 |
Moneyness: | 0.99 |
Premium: | 0.05 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.02 |
Spread %: | 13.25% |
Delta: | 0.52 |
Theta: | -0.01 |
Omega: | 14.40 |
Rho: | 0.08 |
Quote data
Open: | 0.153 |
---|---|
High: | 0.153 |
Low: | 0.139 |
Previous Close: | 0.154 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +46.32% | ||
---|---|---|---|
1 Month | +36.27% | ||
3 Months | +110.61% | ||
YTD | +67.47% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.154 | 0.095 |
---|---|---|
1M High / 1M Low: | 0.154 | 0.056 |
6M High / 6M Low: | 0.229 | 0.042 |
High (YTD): | 2024-05-14 | 0.154 |
Low (YTD): | 2024-03-07 | 0.042 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.133 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.088 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.086 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 253.17% | |
Volatility 6M: | 212.16% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |