EGB Call/OMV 23-24/ AT0000A390F6 /
| 2024-05-02 5:25:00 PM | Chg.-0.077 | Bid5:28:42 PM | Ask5:28:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.417EUR | -15.59% | - Bid Size: - |
- Ask Size: - |
OMV AG | 40.00 EUR | 2024-06-21 | Call |
Master data
| WKN: | EB1F23 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.25 |
| Parity: | 0.47 |
| Time value: | 0.04 |
| Break-even: | 45.12 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 4.07% |
| Delta: | 0.89 |
| Theta: | -0.01 |
| Omega: | 7.80 |
| Rho: | 0.05 |
Quote data
| Open: | 0.395 |
|---|---|
| High: | 0.418 |
| Low: | 0.373 |
| Previous Close: | 0.494 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +7.20% | ||
|---|---|---|---|
| 1 Month | -16.10% | ||
| 3 Months | +35.83% | ||
| YTD | +43.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.494 | 0.358 |
|---|---|---|
| 1M High / 1M Low: | 0.597 | 0.358 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-05 | 0.597 |
| Low (YTD): | 2024-01-17 | 0.189 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.410 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.455 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
