EGB Call/OMV 23-24/ AT0000A36PC3 /
| 5/17/2024 5:25:00 PM | Chg.+0.051 | Bid5:29:22 PM | Ask5:29:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.555EUR | +10.12% | - Bid Size: - |
- Ask Size: - |
OMV AG | 42.00 EUR | 6/21/2024 | Call |
Master data
| WKN: | EB1E25 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 EUR |
| Maturity: | 6/21/2024 |
| Issue date: | 8/23/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.55 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.25 |
| Parity: | 0.55 |
| Time value: | 0.03 |
| Break-even: | 47.79 |
| Moneyness: | 1.13 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 3.58% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 7.61 |
| Rho: | 0.04 |
Quote data
| Open: | 0.487 |
|---|---|
| High: | 0.557 |
| Low: | 0.487 |
| Previous Close: | 0.504 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +9.47% | ||
|---|---|---|---|
| 1 Month | +130.29% | ||
| 3 Months | +173.40% | ||
| YTD | +176.12% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.557 | 0.504 |
|---|---|---|
| 1M High / 1M Low: | 0.557 | 0.206 |
| 6M High / 6M Low: | 0.557 | 0.122 |
| High (YTD): | 5/14/2024 | 0.557 |
| Low (YTD): | 3/7/2024 | 0.122 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.534 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.352 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.235 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 213.37% | |
| Volatility 6M: | 193.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
