EGB Put/OMV 23-24/ AT0000A36Q43 /
| 2024-05-17 5:25:00 PM | Chg.-0.010 | Bid5:25:00 PM | Ask5:25:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.087EUR | -10.31% | - Bid Size: - |
- Ask Size: - |
OMV AG | 40.00 - | 2024-09-20 | Put |
Master data
| WKN: | EB1E3M |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-08-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -39.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.25 |
| Parity: | -0.68 |
| Time value: | 0.12 |
| Break-even: | 38.80 |
| Moneyness: | 0.85 |
| Premium: | 0.17 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.02 |
| Spread %: | 21.21% |
| Delta: | -0.19 |
| Theta: | -0.01 |
| Omega: | -7.38 |
| Rho: | -0.03 |
Quote data
| Open: | 0.100 |
|---|---|
| High: | 0.100 |
| Low: | 0.087 |
| Previous Close: | 0.097 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -14.71% | ||
|---|---|---|---|
| 1 Month | -54.92% | ||
| 3 Months | -77.75% | ||
| YTD | -81.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.097 | 0.087 |
|---|---|---|
| 1M High / 1M Low: | 0.217 | 0.087 |
| 6M High / 6M Low: | 0.578 | 0.087 |
| High (YTD): | 2024-01-17 | 0.578 |
| Low (YTD): | 2024-05-17 | 0.087 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.093 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.157 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.370 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.72% | |
| Volatility 6M: | 108.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
