Erste Bank Call 46 OMV 21.06.2024
/ AT0000A36PE9
Erste Bank Call 46 OMV 21.06.2024/ AT0000A36PE9 /
2024-05-14 9:16:25 AM |
Chg.+0.031 |
Bid12:38:12 PM |
Ask12:38:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.212EUR |
+17.13% |
0.182 Bid Size: 10,000 |
0.202 Ask Size: 10,000 |
OMV AG |
46.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
EB1E23 |
Issuer: |
Erste Bank d. österr. Sparkassen |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-23 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.20 |
Historic volatility: |
0.25 |
Parity: |
0.12 |
Time value: |
0.08 |
Break-even: |
47.96 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
12.00% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
16.56 |
Rho: |
0.03 |
Quote data
Open: |
0.212 |
High: |
0.212 |
Low: |
0.212 |
Previous Close: |
0.181 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+198.59% |
1 Month |
|
|
+69.60% |
3 Months |
|
|
+253.33% |
YTD |
|
|
+143.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.181 |
0.071 |
1M High / 1M Low: |
0.181 |
0.045 |
6M High / 6M Low: |
0.256 |
0.033 |
High (YTD): |
2024-05-13 |
0.181 |
Low (YTD): |
2024-03-07 |
0.033 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.088 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
430.79% |
Volatility 6M: |
|
286.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |