Erste Bank Put 42 OMV 20.09.2024
/ AT0000A37U61
Erste Bank Put 42 OMV 20.09.2024/ AT0000A37U61 /
| 2024-05-17 5:00:29 PM |
Chg.-0.017 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
42.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
EB1FJV |
| Issuer: |
Erste Bank d. österr. Sparkassen |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-0.48 |
| Time value: |
0.17 |
| Break-even: |
40.26 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
13.73% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-6.81 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.136 |
| Previous Close: |
0.153 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
-52.45% |
| 3 Months |
|
|
-73.49% |
| YTD |
|
|
-77.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.140 |
| 1M High / 1M Low: |
0.329 |
0.140 |
| 6M High / 6M Low: |
0.729 |
0.140 |
| High (YTD): |
2024-01-17 |
0.729 |
| Low (YTD): |
2024-05-14 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.149 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.245 |
| Avg. volume 1M: |
|
95.238 |
| Avg. price 6M: |
|
0.490 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.13% |
| Volatility 6M: |
|
103.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
