EGB Call/OMV 23-24/ AT0000A36PE9 /
| 07/06/2024 17:25:00 | Chg.+0.004 | Bid17:28:01 | Ask17:28:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.010EUR | +66.67% | - Bid Size: - |
- Ask Size: - |
OMV AG | 43.7093 EUR | 21/06/2024 | Call |
Master data
| WKN: | EB1E23 |
|---|---|
| Issuer: | Erste Bank d. österr. Sparkassen |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 43.71 EUR |
| Maturity: | 21/06/2024 |
| Issue date: | 23/08/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 131.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.24 |
| Parity: | -0.26 |
| Time value: | 0.03 |
| Break-even: | 44.02 |
| Moneyness: | 0.94 |
| Premium: | 0.07 |
| Premium p.a.: | 5.43 |
| Spread abs.: | 0.02 |
| Spread %: | 175.00% |
| Delta: | 0.21 |
| Theta: | -0.03 |
| Omega: | 27.08 |
| Rho: | 0.00 |
Quote data
| Open: | 0.015 |
|---|---|
| High: | 0.015 |
| Low: | 0.010 |
| Previous Close: | 0.006 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -80.00% | ||
|---|---|---|---|
| 1 Month | -93.10% | ||
| 3 Months | -75.00% | ||
| YTD | -89.01% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.034 | 0.004 |
|---|---|---|
| 1M High / 1M Low: | 0.215 | 0.004 |
| 6M High / 6M Low: | 0.215 | 0.004 |
| High (YTD): | 21/05/2024 | 0.215 |
| Low (YTD): | 04/06/2024 | 0.004 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.012 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.103 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.081 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 698.20% | |
| Volatility 6M: | 391.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
