EGB Put/OMV 23-24/ AT0000A39153 /
| 2024-05-21 3:25:00 PM | Chg.-0.005 | Bid4:52:52 PM | Ask4:52:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.085EUR | -5.56% | 0.085 Bid Size: 10,000 |
0.106 Ask Size: 10,000 |
OMV AG | 38.00 EUR | 2024-12-20 | Put |
Master data
| WKN: | EB1F3K |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -42.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.25 |
| Parity: | -0.95 |
| Time value: | 0.11 |
| Break-even: | 36.88 |
| Moneyness: | 0.80 |
| Premium: | 0.22 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.02 |
| Spread %: | 23.08% |
| Delta: | -0.15 |
| Theta: | -0.01 |
| Omega: | -6.30 |
| Rho: | -0.05 |
Quote data
| Open: | 0.089 |
|---|---|
| High: | 0.090 |
| Low: | 0.085 |
| Previous Close: | 0.090 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -17.48% | ||
|---|---|---|---|
| 1 Month | -57.07% | ||
| 3 Months | -70.79% | ||
| YTD | -79.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.109 | 0.090 |
|---|---|---|
| 1M High / 1M Low: | 0.204 | 0.090 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-17 | 0.491 |
| Low (YTD): | 2024-05-20 | 0.090 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.102 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.149 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.83% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
