Erste Bank Call 44 OMV 21.06.2024
/ AT0000A36PD1
Erste Bank Call 44 OMV 21.06.2024/ AT0000A36PD1 /
| 2024-05-28 9:15:39 AM |
Chg.-0.006 |
Bid8:00:00 PM |
Ask8:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.296EUR |
-1.99% |
-
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: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
0.29 |
| Time value: |
0.03 |
| Break-even: |
47.15 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
13.26 |
| Rho: |
0.03 |
Quote data
| Open: |
0.296 |
| High: |
0.296 |
| Low: |
0.296 |
| Previous Close: |
0.302 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.51% |
| 1 Month |
|
|
+179.25% |
| 3 Months |
|
|
+228.89% |
| YTD |
|
|
+125.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.382 |
0.265 |
| 1M High / 1M Low: |
0.382 |
0.117 |
| 6M High / 6M Low: |
0.382 |
0.065 |
| High (YTD): |
2024-05-21 |
0.382 |
| Low (YTD): |
2024-03-07 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.305 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.153 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.26% |
| Volatility 6M: |
|
239.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
