Erste Bank Call 46 OMV 20.12.2024
/ AT0000A3ADU6
Erste Bank Call 46 OMV 20.12.2024/ AT0000A3ADU6 /
| 2024-05-28 9:15:22 AM |
Chg.-0.004 |
Bid9:34:26 AM |
Ask9:34:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.272EUR |
-1.45% |
0.259
Bid Size: 10,000 |
0.279
Ask Size: 10,000 |
OMV AG |
46.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
EB1F9U |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.25 |
| Parity: |
0.06 |
| Time value: |
0.22 |
| Break-even: |
48.83 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
8.02% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
10.75 |
| Rho: |
0.16 |
Quote data
| Open: |
0.272 |
| High: |
0.272 |
| Low: |
0.272 |
| Previous Close: |
0.276 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.26% |
| 1 Month |
|
|
+61.90% |
| 3 Months |
|
|
+85.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.321 |
0.260 |
| 1M High / 1M Low: |
0.327 |
0.177 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
