Erste Bank Call 44 OMV 20.09.2024
/ AT0000A36PG4
Erste Bank Call 44 OMV 20.09.2024/ AT0000A36PG4 /
| 2024-04-29 9:40:05 AM |
Chg.+0.012 |
Bid9:53:09 AM |
Ask9:53:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.163EUR |
+7.95% |
0.167
Bid Size: 10,000 |
0.187
Ask Size: 10,000 |
OMV AG |
44.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1E21 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.25 |
| Parity: |
-0.07 |
| Time value: |
0.16 |
| Break-even: |
45.63 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
14.79% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
13.59 |
| Rho: |
0.08 |
Quote data
| Open: |
0.163 |
| High: |
0.163 |
| Low: |
0.163 |
| Previous Close: |
0.151 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.94% |
| 1 Month |
|
|
-24.54% |
| 3 Months |
|
|
-15.10% |
| YTD |
|
|
-0.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.181 |
0.151 |
| 1M High / 1M Low: |
0.302 |
0.151 |
| 6M High / 6M Low: |
0.387 |
0.101 |
| High (YTD): |
2024-04-05 |
0.302 |
| Low (YTD): |
2024-03-11 |
0.101 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
263.158 |
| Avg. price 6M: |
|
0.192 |
| Avg. volume 6M: |
|
360 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.72% |
| Volatility 6M: |
|
185.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
