EGB Call/OMV 23-24/ AT0000A37TV3 /
2024-04-30 5:25:00 PM | Chg.+0.022 | Bid5:29:13 PM | Ask5:29:13 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.085EUR | +34.92% | - 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: | 42.55 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.25 |
Parity: | -0.33 |
Time value: | 0.11 |
Break-even: | 49.05 |
Moneyness: | 0.93 |
Premium: | 0.10 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.02 |
Spread %: | 25.00% |
Delta: | 0.33 |
Theta: | -0.01 |
Omega: | 14.08 |
Rho: | 0.05 |
Quote data
Open: | 0.103 |
---|---|
High: | 0.108 |
Low: | 0.083 |
Previous Close: | 0.063 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +41.67% | ||
---|---|---|---|
1 Month | -12.37% | ||
3 Months | -26.09% | ||
YTD | +2.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.085 | 0.056 |
---|---|---|
1M High / 1M Low: | 0.138 | 0.056 |
6M High / 6M Low: | 0.240 | 0.042 |
High (YTD): | 2024-04-05 | 0.138 |
Low (YTD): | 2024-03-07 | 0.042 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.066 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.088 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.094 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 301.42% | |
Volatility 6M: | 223.56% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |