EGB Call/OMV 24-25/ AT0000A3CHV1 /
| 2024-05-23 3:25:00 PM | Chg.+0.022 | Bid3:31:06 PM | Ask3:31:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.543EUR | +4.22% | 0.543 Bid Size: 10,000 |
0.563 Ask Size: 10,000 |
OMV AG | 44.00 EUR | 2025-06-20 | Call |
Master data
| WKN: | EB1LGP |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 EUR |
| Maturity: | 2025-06-20 |
| Issue date: | 2024-04-18 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.25 |
| Parity: | 0.26 |
| Time value: | 0.28 |
| Break-even: | 49.42 |
| Moneyness: | 1.06 |
| Premium: | 0.06 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 4.03% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 6.55 |
| Rho: | 0.32 |
Quote data
| Open: | 0.525 |
|---|---|
| High: | 0.543 |
| Low: | 0.516 |
| Previous Close: | 0.521 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -0.73% | ||
|---|---|---|---|
| 1 Month | +45.58% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.612 | 0.521 |
|---|---|---|
| 1M High / 1M Low: | 0.612 | 0.339 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.570 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.472 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.72% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
