Erste Bank Call 44 OMV 21.06.2024/  AT0000A36PD1  /

EUWAX
2024-05-14  5:00:22 PM Chg.+0.015 Bid8:00:08 PM Ask8:00:08 PM Underlying Strike price Expiration date Option type
0.360EUR +4.35% -
Bid Size: -
-
Ask Size: -
OMV AG 44.00 EUR 2024-06-21 Call
 

Master data

WKN: EB1E24
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.17
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.32
Implied volatility: 0.22
Historic volatility: 0.25
Parity: 0.32
Time value: 0.04
Break-even: 47.58
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 6.23%
Delta: 0.86
Theta: -0.01
Omega: 11.33
Rho: 0.04
 

Quote data

Open: 0.385
High: 0.385
Low: 0.360
Previous Close: 0.345
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+114.29%
1 Month  
+61.44%
3 Months  
+256.44%
YTD  
+174.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.345 0.168
1M High / 1M Low: 0.345 0.106
6M High / 6M Low: 0.345 0.065
High (YTD): 2024-05-13 0.345
Low (YTD): 2024-03-07 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.49%
Volatility 6M:   237.63%
Volatility 1Y:   -
Volatility 3Y:   -