Erste Bank Put 38 OMV 20.12.2024
/ AT0000A39153
Erste Bank Put 38 OMV 20.12.2024/ AT0000A39153 /
| 2024-05-28 9:15:57 AM |
Chg.+0.001 |
Bid5:35:00 PM |
Ask5:35:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
+1.05% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
38.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
EB1F3K |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-40.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.89 |
| Time value: |
0.12 |
| Break-even: |
36.83 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
21.88% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-6.32 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.095 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.87% |
| 1 Month |
|
|
-52.48% |
| 3 Months |
|
|
-71.08% |
| YTD |
|
|
-77.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.089 |
| 1M High / 1M Low: |
0.190 |
0.089 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
0.495 |
| Low (YTD): |
2024-05-21 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
