EGB Call/OMV 23-24/  AT0000A37TV3  /

Wien OS
2024-06-14  5:25:00 PM Chg.-0.005 Bid5:28:07 PM Ask5:28:07 PM Underlying Strike price Expiration date Option type
0.030EUR -14.29% -
Bid Size: -
-
Ask Size: -
OMV AG 45.6097 EUR 2024-09-20 Call
 

Master data

WKN: EB1FJJ
Issuer: Erste Bank d. österr. Sparkassen
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 45.61 EUR
Maturity: 2024-09-20
Issue date: 2023-10-19
Last trading day: 2024-09-17
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 83.86
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -0.69
Time value: 0.05
Break-even: 46.08
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 68.97%
Delta: 0.17
Theta: -0.01
Omega: 14.14
Rho: 0.02
 

Quote data

Open: 0.029
High: 0.031
Low: 0.028
Previous Close: 0.035
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -59.46%
1 Month
  -78.42%
3 Months
  -50.82%
YTD
  -63.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.030
1M High / 1M Low: 0.163 0.030
6M High / 6M Low: 0.163 0.030
High (YTD): 2024-05-21 0.163
Low (YTD): 2024-06-14 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   372.26%
Volatility 6M:   250.56%
Volatility 1Y:   -
Volatility 3Y:   -