Erste Bank Call 46 OMV 20.09.2024
/ AT0000A36PH2
Erste Bank Call 46 OMV 20.09.2024/ AT0000A36PH2 /
| 2024-05-13 5:00:15 PM |
Chg.+0.013 |
Bid7:49:00 AM |
Ask7:49:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.233EUR |
+5.91% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
46.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
EB1E20 |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.25 |
| Parity: |
0.08 |
| Time value: |
0.15 |
| Break-even: |
48.37 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
9.72% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
13.14 |
| Rho: |
0.10 |
Quote data
| Open: |
0.212 |
| High: |
0.235 |
| Low: |
0.212 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.52% |
| 1 Month |
|
|
+28.73% |
| 3 Months |
|
|
+147.87% |
| YTD |
|
|
+100.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.233 |
0.132 |
| 1M High / 1M Low: |
0.233 |
0.092 |
| 6M High / 6M Low: |
0.302 |
0.066 |
| High (YTD): |
2024-05-13 |
0.233 |
| Low (YTD): |
2024-03-11 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.187 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.64% |
| Volatility 6M: |
|
198.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
