Erste Bank Call 41.8089 OMV 21.06.2024
/ AT0000A36PD1
Erste Bank Call 41.8089 OMV 21.06.../ AT0000A36PD1 /
| 2024-06-12 9:16:51 AM |
Chg.-0.006 |
Bid12:13:20 PM |
Ask12:13:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-13.04% |
0.037
Bid Size: 10,000 |
0.057
Ask Size: 10,000 |
OMV AG |
41.8089 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: |
41.81 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-18 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.08 |
| Time value: |
0.06 |
| Break-even: |
42.40 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
2.82 |
| Spread abs.: |
0.02 |
| Spread %: |
51.22% |
| Delta: |
0.38 |
| Theta: |
-0.05 |
| Omega: |
26.62 |
| Rho: |
0.00 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.046 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-87.42% |
| 3 Months |
|
|
-45.95% |
| YTD |
|
|
-69.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.039 |
| 1M High / 1M Low: |
0.382 |
0.039 |
| 6M High / 6M Low: |
0.382 |
0.039 |
| High (YTD): |
2024-05-21 |
0.382 |
| Low (YTD): |
2024-06-06 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.05% |
| Volatility 6M: |
|
293.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
