Erste Bank Put 40 OMV 20.12.2024
/ AT0000A3AEF5
Erste Bank Put 40 OMV 20.12.2024/ AT0000A3AEF5 /
| 2024-05-23 9:15:29 AM |
Chg.-0.002 |
Bid10:51:50 AM |
Ask10:51:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.152EUR |
-1.30% |
0.148
Bid Size: 10,000 |
0.169
Ask Size: 10,000 |
OMV AG |
40.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
EB1GAF |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.66 |
| Time value: |
0.17 |
| Break-even: |
38.26 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
13.73% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-5.76 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.152 |
| High: |
0.152 |
| Low: |
0.152 |
| Previous Close: |
0.154 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.40% |
| 1 Month |
|
|
-43.91% |
| 3 Months |
|
|
-65.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.159 |
0.129 |
| 1M High / 1M Low: |
0.287 |
0.129 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
