EGB Call/OMV 23-24/ AT0000A37TV3 /
| 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: | - |
